+177.1%
GH vs RIO
+69.4%
+107.7%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.2% |
| 7D | -2.5% | -3.2% | +0.7% | -1.4% |
| 30D | -4.7% | +0.9% | -5.6% | -5.0% |
| 3M | +20.2% | -1.4% | +21.7% | +20.3% |
| 6M | +78.8% | +10.9% | +67.8% | +73.3% |
| YTD | +54.1% | +31.2% | +22.9% | +49.3% |
| 1Y | +177.1% | +67.9% | +109.2% | +159.6% |
| All | +177.1% | +69.4% | +107.7% | +159.6% |
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