+174.0%
GD vs RIO
+353.3%
-179.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +2.0% |
| 7D | -1.9% | +3.6% | -5.5% | -2.8% |
| 30D | +10.9% | -10.8% | +21.7% | +14.2% |
| 3M | -6.8% | -15.2% | +8.5% | -2.9% |
| 6M | +7.0% | -18.0% | +25.0% | +12.0% |
| YTD | +11.1% | +11.0% | +0.1% | +5.8% |
| 1Y | +7.0% | +26.4% | -19.3% | -2.0% |
| 3Y | +59.9% | +54.4% | +5.6% | +35.7% |
| 5Y | +102.5% | +98.1% | +4.4% | +52.1% |
| 10Y | +174.0% | +358.5% | -184.5% | +59.2% |
| All | +174.0% | +353.3% | -179.3% | +59.2% |
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