-33.4%
GLXY vs RIO
+44.9%
-78.3%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.0% | -3.0% | -3.1% |
| 7D | +16.9% | +0.1% | +16.8% | +17.1% |
| 30D | -23.0% | -10.5% | -12.5% | -14.2% |
| 3M | -28.0% | -15.9% | -12.1% | -14.7% |
| 6M | -51.6% | -22.3% | -29.4% | -38.6% |
| YTD | -32.1% | +9.3% | -41.4% | -35.7% |
| 1Y | -51.5% | +23.0% | -74.5% | -58.1% |
| All | -33.4% | +44.9% | -78.3% | -53.4% |
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