+71.8%
GH vs RIO
+29.3%
+42.4%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.6% | -7.3% | -5.0% |
| 7D | -7.7% | -1.6% | -6.1% | -7.2% |
| 30D | -10.0% | -11.6% | +1.6% | -5.6% |
| 3M | +5.5% | -12.7% | +18.2% | +11.1% |
| 6M | +84.9% | -12.4% | +97.3% | +93.6% |
| YTD | +65.0% | +11.0% | +54.0% | +62.1% |
| 1Y | +71.8% | +30.8% | +40.9% | +62.7% |
| All | +71.8% | +29.3% | +42.4% | +62.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling