+1,165.9%
GIS vs RIO
+6,008.3%
-4,842.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.5% |
| 7D | -7.8% | 0.0% | -7.8% | -7.8% |
| 30D | +6.6% | +4.0% | +2.6% | +6.2% |
| 3M | +21.0% | +0.1% | +20.8% | +20.8% |
| 6M | -9.1% | +12.7% | -21.8% | -10.3% |
| YTD | -13.6% | +35.6% | -49.2% | -16.3% |
| 1Y | -18.0% | +73.7% | -91.7% | -22.5% |
| 3Y | -33.7% | +93.3% | -127.0% | -38.2% |
| 5Y | -19.4% | +92.4% | -111.9% | -25.6% |
| 10Y | -21.3% | +606.9% | -628.2% | -36.9% |
| All | +1,165.9% | +6,008.3% | -4,842.4% | +639.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling