+755.2%
GLD vs RIO
+985.3%
-230.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.2% | -1.3% | +1.5% |
| 7D | +4.9% | +4.4% | +0.5% | +4.4% |
| 30D | -1.3% | -8.9% | +7.5% | -0.2% |
| 3M | -4.8% | -12.7% | +7.9% | -3.2% |
| 6M | -12.5% | -16.2% | +3.7% | -10.7% |
| YTD | -4.2% | +13.4% | -17.6% | -5.4% |
| 1Y | +3.0% | +30.9% | -27.9% | +0.2% |
| 3Y | +109.1% | +60.2% | +48.9% | +98.5% |
| 5Y | +121.6% | +98.9% | +22.7% | +103.9% |
| 10Y | +212.2% | +381.4% | -169.2% | +156.6% |
| All | +755.2% | +985.3% | -230.1% | +368.5% |
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