+190.6%
GD vs RIO
+600.2%
-409.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | -3.5% | +1.9% | -5.4% | -4.0% |
| 30D | -9.0% | +5.0% | -14.0% | -10.4% |
| 3M | +5.1% | +5.1% | -0.1% | +3.3% |
| 6M | -1.0% | +17.6% | -18.6% | -6.3% |
| YTD | +7.3% | +36.3% | -29.0% | -3.2% |
| 1Y | +12.4% | +71.2% | -58.7% | -5.4% |
| 3Y | +73.7% | +102.7% | -29.0% | +36.4% |
| 5Y | +93.8% | +99.6% | -5.8% | +47.7% |
| 10Y | +190.6% | +603.1% | -412.5% | +41.7% |
| All | +190.6% | +600.2% | -409.6% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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