-26.9%
GPN vs RIO
+87.1%
-114.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.2% | +6.0% | +2.8% |
| 7D | -3.5% | -3.4% | -0.2% | -2.7% |
| 30D | +3.1% | +0.6% | +2.6% | +2.8% |
| 3M | +42.3% | +2.5% | +39.8% | +41.0% |
| 6M | +20.9% | +10.8% | +10.1% | +16.8% |
| YTD | +15.2% | +30.5% | -15.2% | +5.2% |
| 1Y | +5.4% | +68.1% | -62.7% | -12.0% |
| All | -26.9% | +87.1% | -114.0% | -43.9% |
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