+51.8%
RIO vs GRMN
+158.7%
-106.9%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.6% | -1.5% |
| 7D | +0.1% | -0.1% | +0.2% | +0.2% |
| 30D | -10.5% | +3.5% | -14.0% | -11.1% |
| 3M | -15.9% | -7.3% | -8.6% | -15.0% |
| 6M | -22.3% | +21.8% | -44.0% | -25.3% |
| YTD | +9.3% | +42.8% | -33.5% | +2.4% |
| 1Y | +23.0% | +46.5% | -23.4% | +14.8% |
| All | +51.8% | +158.7% | -106.9% | +27.9% |
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