-2.7%
GFS vs RIO
+128.8%
-131.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | +2.6% | +1.9% | +0.7% | +1.6% |
| 30D | -16.4% | +5.0% | -21.3% | -18.6% |
| 3M | -41.6% | +5.1% | -46.7% | -43.2% |
| 6M | -3.7% | +17.6% | -21.3% | -11.2% |
| YTD | +29.3% | +36.3% | -7.0% | +11.3% |
| 1Y | +37.1% | +71.2% | -34.1% | +6.0% |
| 3Y | -22.1% | +102.7% | -124.8% | -44.1% |
| All | -2.7% | +128.8% | -131.5% | -21.7% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling