+95.9%
RIO vs GRMN
+179.1%
-83.1%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.1% |
| 7D | +1.0% | -1.4% | +2.4% | +1.2% |
| 30D | +4.0% | -13.1% | +17.1% | +6.6% |
| 3M | +4.5% | +14.9% | -10.4% | +1.5% |
| 6M | +17.3% | +13.1% | +4.2% | +14.2% |
| YTD | +36.2% | +35.3% | +0.9% | +28.6% |
| 1Y | +76.1% | +16.0% | +60.2% | +69.8% |
| All | +95.9% | +179.1% | -83.1% | +62.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling