+19.4%
GLD vs RIO
+70.7%
-51.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.3% | -2.0% |
| 7D | +0.7% | +1.9% | -1.2% | -0.4% |
| 30D | +0.3% | +5.0% | -4.6% | -2.5% |
| 3M | +0.6% | +5.1% | -4.5% | -2.4% |
| 6M | -15.6% | +17.6% | -33.2% | -24.4% |
| YTD | +0.9% | +36.3% | -35.4% | -15.4% |
| 1Y | +19.4% | +71.2% | -51.8% | -9.3% |
| All | +19.4% | +70.7% | -51.3% | -9.3% |
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 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