-29.3%
RIOT vs GRMN
+73.8%
-103.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | 0.0% | -5.1% | -5.1% |
| 7D | -0.9% | -1.8% | +0.9% | +0.5% |
| 30D | +3.5% | -12.1% | +15.6% | +14.7% |
| 3M | -13.0% | +18.0% | -31.0% | -28.7% |
| 6M | +43.1% | +13.7% | +29.4% | +22.7% |
| YTD | +65.4% | +35.3% | +30.1% | +21.0% |
| 1Y | +27.7% | +17.2% | +10.5% | +5.1% |
| 3Y | +91.3% | +179.6% | -88.3% | -51.9% |
| 5Y | -29.3% | +75.6% | -104.8% | -70.7% |
| All | -29.3% | +73.8% | -103.1% | -70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling