+824.5%
RIOT vs GRMN
+805.5%
+19.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.5% |
| 7D | +25.1% | +0.2% | +24.9% | +25.0% |
| 30D | +8.5% | -11.3% | +19.8% | +19.6% |
| 3M | -13.4% | +17.7% | -31.1% | -28.7% |
| 6M | +57.1% | +14.2% | +43.0% | +34.3% |
| YTD | +75.7% | +37.0% | +38.7% | +27.9% |
| 1Y | +65.6% | +17.0% | +48.6% | +36.9% |
| 3Y | +103.3% | +183.2% | -79.9% | -35.2% |
| 5Y | -26.7% | +77.3% | -104.0% | -62.5% |
| 10Y | +527.2% | +630.9% | -103.7% | +53.8% |
| All | +824.5% | +805.5% | +19.0% | +114.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling