+6.1%
GD vs RIO
+27.0%
-21.0%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.1% |
| 7D | +0.6% | +0.5% | +0.2% | +0.6% |
| 30D | +9.5% | -9.9% | +19.4% | +10.0% |
| 3M | -5.8% | -14.0% | +8.2% | -5.3% |
| 6M | +7.7% | -19.5% | +27.3% | +8.9% |
| YTD | +11.1% | +11.5% | -0.5% | +2.9% |
| 1Y | +6.1% | +26.9% | -20.9% | -6.4% |
| All | +6.1% | +27.0% | -21.0% | -6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling