+816.6%
GLD vs RIO
+1,197.4%
-380.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.3% | -0.9% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | +4.4% | +4.0% | +0.4% | +3.9% |
| 3M | -1.1% | +0.1% | -1.2% | -1.1% |
| 6M | -13.8% | +12.7% | -26.5% | -15.0% |
| YTD | +2.6% | +35.6% | -32.9% | -0.7% |
| 1Y | +24.5% | +73.7% | -49.2% | +17.3% |
| 3Y | +125.8% | +93.3% | +32.5% | +109.6% |
| 5Y | +137.8% | +92.4% | +45.4% | +118.8% |
| 10Y | +221.4% | +606.9% | -385.6% | +153.0% |
| All | +816.6% | +1,197.4% | -380.8% | +391.8% |
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