+27,637.7%
GD vs RIO
+4,818.8%
+22,818.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.7% | -2.0% |
| 7D | -3.9% | -0.1% | -3.8% | -3.9% |
| 30D | +8.1% | -13.3% | +21.3% | +11.0% |
| 3M | -6.8% | -16.3% | +9.5% | -3.7% |
| 6M | +3.0% | -15.4% | +18.4% | +5.8% |
| YTD | +7.8% | +9.2% | -1.4% | +4.7% |
| 1Y | +5.8% | +26.5% | -20.7% | -0.2% |
| 3Y | +55.3% | +49.9% | +5.4% | +40.3% |
| 5Y | +96.7% | +93.9% | +2.7% | +65.7% |
| 10Y | +195.4% | +422.3% | -226.9% | +102.2% |
| All | +27,637.7% | +4,818.8% | +22,818.9% | +13,525.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling