+121.6%
GLD vs RIO
+98.5%
+23.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.2% | -1.3% | +1.0% |
| 7D | +4.9% | +4.4% | +0.5% | +3.7% |
| 30D | -1.3% | -8.9% | +7.5% | +1.0% |
| 3M | -4.8% | -12.7% | +7.9% | -1.4% |
| 6M | -12.5% | -16.2% | +3.7% | -8.7% |
| YTD | -4.2% | +13.4% | -17.6% | -5.9% |
| 1Y | +3.0% | +30.9% | -27.9% | -1.3% |
| 3Y | +109.1% | +60.2% | +48.9% | +93.1% |
| 5Y | +121.6% | +98.9% | +22.7% | +102.9% |
| All | +121.6% | +98.5% | +23.0% | +102.9% |
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