-38.1%
GLXY vs RIO
+47.1%
-85.2%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.6% | -0.8% |
| 7D | -16.2% | +3.6% | -19.7% | -19.3% |
| 30D | -30.6% | -10.8% | -19.8% | -22.5% |
| 3M | -27.7% | -15.2% | -12.5% | -15.1% |
| 6M | -53.3% | -18.0% | -35.3% | -43.7% |
| YTD | -36.9% | +11.0% | -47.9% | -41.2% |
| 1Y | -55.6% | +26.4% | -82.0% | -62.5% |
| All | -38.1% | +47.1% | -85.2% | -57.3% |
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 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