+387.8%
GH vs RIO
+95.3%
+292.5%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.2% |
| 7D | -0.2% | +1.0% | -1.1% | -0.6% |
| 30D | -2.6% | +4.0% | -6.7% | -4.4% |
| 3M | +25.1% | +4.5% | +20.6% | +22.1% |
| 6M | +78.5% | +17.3% | +61.1% | +65.1% |
| YTD | +59.4% | +36.2% | +23.2% | +36.4% |
| 1Y | +173.9% | +76.1% | +97.7% | +104.7% |
| All | +387.8% | +95.3% | +292.5% | +229.1% |
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