+165.2%
GD vs RIO
+354.4%
-189.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +2.7% | -0.9% | +3.6% | +2.9% |
| 30D | +8.6% | -9.1% | +17.7% | +11.2% |
| 3M | -7.1% | -13.7% | +6.6% | -3.7% |
| 6M | +7.5% | -24.3% | +31.8% | +15.0% |
| YTD | +9.9% | +8.9% | +1.0% | +5.1% |
| 1Y | +7.6% | +22.7% | -15.1% | -0.7% |
| 3Y | +56.2% | +51.2% | +5.0% | +33.3% |
| 5Y | +100.6% | +88.1% | +12.5% | +53.4% |
| All | +165.2% | +354.4% | -189.2% | +55.0% |
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