-36.4%
GLXY vs RIO
+50.3%
-86.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.2% | +3.0% | +3.2% |
| 7D | -0.5% | +4.4% | -5.0% | -5.2% |
| 30D | -28.6% | -8.9% | -19.8% | -22.0% |
| 3M | -28.1% | -12.7% | -15.4% | -17.9% |
| 6M | -52.0% | -16.2% | -35.8% | -43.3% |
| YTD | -35.1% | +13.4% | -48.5% | -40.7% |
| 1Y | -54.0% | +30.9% | -84.9% | -62.3% |
| All | -36.4% | +50.3% | -86.7% | -57.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling