+170.5%
GD vs RIO
+364.8%
-194.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | +0.6% | +0.5% | +0.2% | +0.5% |
| 30D | +9.5% | -9.9% | +19.4% | +12.4% |
| 3M | -5.8% | -14.0% | +8.2% | -2.3% |
| 6M | +7.7% | -19.5% | +27.3% | +13.3% |
| YTD | +11.1% | +11.5% | -0.5% | +5.6% |
| 1Y | +6.1% | +26.9% | -20.9% | -3.0% |
| 3Y | +59.8% | +55.1% | +4.7% | +35.5% |
| 5Y | +104.6% | +90.7% | +13.9% | +56.0% |
| 10Y | +170.5% | +363.3% | -192.8% | +56.8% |
| All | +170.5% | +364.8% | -194.2% | +56.8% |
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