+70.8%
GD vs RIO
+92.9%
-22.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.8% |
| 7D | -5.3% | 0.0% | -5.2% | -5.3% |
| 30D | -6.4% | +4.0% | -10.4% | -6.9% |
| 3M | +5.7% | +0.1% | +5.6% | +5.6% |
| 6M | -0.9% | +12.7% | -13.7% | -3.0% |
| YTD | +8.2% | +35.6% | -27.4% | +2.3% |
| 1Y | +13.4% | +73.7% | -60.3% | +2.7% |
| All | +70.8% | +92.9% | -22.1% | +51.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling