+371.1%
GH vs RIO
+205.5%
+165.6%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | +0.6% | -0.9% | +1.5% | +1.0% |
| 30D | -6.9% | -9.1% | +2.2% | -3.1% |
| 3M | -4.9% | -13.7% | +8.8% | +1.2% |
| 6M | +54.1% | -24.3% | +78.4% | +73.2% |
| YTD | +48.5% | +8.9% | +39.6% | +41.2% |
| 1Y | +61.2% | +22.7% | +38.5% | +45.2% |
| 3Y | +570.3% | +51.2% | +519.2% | +442.2% |
| 5Y | +46.1% | +88.1% | -42.0% | +6.9% |
| All | +371.1% | +205.5% | +165.6% | +132.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling