-22.8%
GIS vs RIO
+98.7%
-121.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -8.6% | +1.0% | -9.6% | -8.6% |
| 30D | -0.5% | +4.0% | -4.5% | -0.7% |
| 3M | +11.9% | +4.5% | +7.4% | +11.7% |
| 6M | -11.6% | +17.3% | -28.9% | -12.5% |
| YTD | -16.3% | +36.2% | -52.5% | -18.0% |
| 1Y | -21.8% | +76.1% | -97.9% | -24.8% |
| 3Y | -35.7% | +102.5% | -138.2% | -38.9% |
| All | -22.8% | +98.7% | -121.5% | -25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling