-43.8%
GPN vs RIO
+91.0%
-134.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | -4.6% | -3.2% | -1.4% | -3.7% |
| 30D | -0.3% | +0.9% | -1.2% | -0.7% |
| 3M | +35.4% | -1.4% | +36.9% | +35.6% |
| 6M | +21.7% | +10.9% | +10.7% | +17.0% |
| YTD | +14.9% | +31.2% | -16.3% | +4.0% |
| 1Y | +3.2% | +67.9% | -64.7% | -14.3% |
| 3Y | -27.1% | +88.8% | -115.9% | -42.9% |
| All | -43.8% | +91.0% | -134.9% | -57.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling