-20.1%
GFS vs RIO
+51.7%
-71.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.4% |
| 7D | +7.4% | -0.9% | +8.3% | +8.1% |
| 30D | -15.3% | -9.1% | -6.2% | -9.5% |
| 3M | -21.1% | -13.7% | -7.4% | -13.1% |
| 6M | -44.5% | -24.3% | -20.1% | -33.0% |
| YTD | +19.2% | +8.9% | +10.3% | +11.4% |
| 1Y | +27.2% | +22.7% | +4.6% | +9.1% |
| 3Y | -20.1% | +51.2% | -71.3% | -42.5% |
| All | -20.1% | +51.7% | -71.8% | -42.5% |
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 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