-24.8%
GIS vs RIO
+69.4%
-94.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.3% |
| 7D | -6.4% | -3.2% | -3.2% | -6.7% |
| 30D | -6.1% | +0.9% | -7.0% | -6.0% |
| 3M | +7.8% | -1.4% | +9.3% | +8.2% |
| 6M | -8.8% | +10.9% | -19.7% | -8.0% |
| YTD | -19.1% | +31.2% | -50.3% | -13.4% |
| 1Y | -24.8% | +67.9% | -92.7% | -8.2% |
| All | -24.8% | +69.4% | -94.2% | -8.2% |
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