+10.3%
GLXY vs RIO
+80.5%
-70.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.1% | -6.9% | -6.9% |
| 7D | +4.5% | +1.0% | +3.6% | +3.6% |
| 30D | +28.8% | +4.0% | +24.8% | +24.4% |
| 3M | -23.0% | +4.5% | -27.6% | -26.3% |
| 6M | +17.0% | +17.3% | -0.3% | +0.5% |
| YTD | +12.5% | +36.2% | -23.7% | -13.7% |
| 1Y | -5.4% | +76.1% | -81.5% | -38.8% |
| All | +10.3% | +80.5% | -70.2% | -37.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling