+100.5%
GD vs RIO
+90.3%
+10.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +2.7% | -0.9% | +3.6% | +2.8% |
| 30D | +8.6% | -9.1% | +17.7% | +10.1% |
| 3M | -7.1% | -13.7% | +6.6% | -5.2% |
| 6M | +7.5% | -24.3% | +31.8% | +11.8% |
| YTD | +9.9% | +8.9% | +1.0% | +6.7% |
| 1Y | +7.6% | +22.7% | -15.1% | +2.1% |
| 3Y | +56.2% | +51.2% | +5.0% | +41.2% |
| All | +100.5% | +90.3% | +10.2% | +68.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling