-24.9%
GFS vs RIO
+49.3%
-74.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.7% | +5.5% | +5.8% |
| 7D | -7.8% | +2.2% | -10.1% | -9.3% |
| 30D | -19.7% | -10.1% | -9.5% | -13.7% |
| 3M | -23.1% | -14.1% | -9.0% | -15.1% |
| 6M | -46.4% | -18.9% | -27.5% | -38.4% |
| YTD | +11.0% | +9.9% | +1.1% | +3.3% |
| 1Y | +12.6% | +27.0% | -14.3% | -5.2% |
| 3Y | -24.9% | +50.1% | -75.0% | -44.8% |
| All | -24.9% | +49.3% | -74.3% | -44.8% |
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