-37.4%
GIS vs RIO
+87.1%
-124.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.2% | +1.1% | -2.9% |
| 7D | -8.4% | -3.4% | -5.1% | -8.3% |
| 30D | -5.2% | +0.6% | -5.8% | -5.2% |
| 3M | +8.2% | +2.5% | +5.6% | +8.1% |
| 6M | -12.0% | +10.8% | -22.8% | -12.9% |
| YTD | -18.9% | +30.5% | -49.3% | -20.9% |
| 1Y | -23.6% | +68.1% | -91.8% | -27.8% |
| All | -37.4% | +87.1% | -124.5% | -42.0% |
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 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