+0.3%
GLD vs RIO
+29.6%
-29.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.2% | -1.3% | 0.0% |
| 7D | +4.9% | +4.4% | +0.5% | +2.3% |
| 30D | -1.3% | -8.9% | +7.5% | +4.0% |
| 3M | -4.8% | -12.7% | +7.9% | +2.7% |
| 6M | -12.5% | -16.2% | +3.7% | -4.0% |
| YTD | -4.2% | +13.4% | -17.6% | -10.9% |
| All | +0.3% | +29.6% | -29.3% | -8.3% |
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