+218.2%
GLD vs RIO
+605.0%
-386.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +0.1% | +1.0% | -0.8% | 0.0% |
| 30D | +0.2% | +4.0% | -3.8% | -0.4% |
| 3M | +3.2% | +4.5% | -1.3% | +2.5% |
| 6M | -14.6% | +17.3% | -32.0% | -16.6% |
| YTD | +1.8% | +36.2% | -34.4% | -2.1% |
| 1Y | +20.7% | +76.1% | -55.4% | +12.9% |
| 3Y | +126.5% | +102.5% | +24.0% | +108.2% |
| 5Y | +140.0% | +103.5% | +36.5% | +118.8% |
| 10Y | +218.2% | +619.2% | -401.0% | +160.2% |
| All | +218.2% | +605.0% | -386.7% | +160.2% |
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 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