+580.6%
RIO vs GRMN
+646.1%
-65.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.2% | -4.2% |
| 7D | -3.4% | -1.8% | -1.6% | -2.7% |
| 30D | +0.6% | -12.1% | +12.7% | +5.5% |
| 3M | +2.5% | +18.0% | -15.5% | -4.6% |
| 6M | +10.8% | +13.7% | -2.9% | +4.4% |
| YTD | +30.5% | +35.3% | -4.8% | +14.5% |
| 1Y | +68.1% | +17.2% | +50.9% | +55.0% |
| 3Y | +94.0% | +179.6% | -85.6% | +12.8% |
| 5Y | +92.0% | +75.6% | +16.5% | +40.1% |
| All | +580.6% | +646.1% | -65.5% | +120.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GRMN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling