-21.1%
GIS vs RIO
+608.6%
-629.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | -6.4% | -3.2% | -3.2% | -6.1% |
| 30D | -6.1% | +0.9% | -7.0% | -6.2% |
| 3M | +7.8% | -1.4% | +9.3% | +7.9% |
| 6M | -8.8% | +10.9% | -19.7% | -9.8% |
| YTD | -19.1% | +31.2% | -50.3% | -21.3% |
| 1Y | -24.8% | +67.9% | -92.7% | -28.6% |
| 3Y | -37.6% | +88.8% | -126.4% | -41.6% |
| 5Y | -25.4% | +93.1% | -118.5% | -31.0% |
| All | -21.1% | +608.6% | -629.7% | -38.6% |
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 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