+2,520.1%
GPN vs RIO
+2,363.7%
+156.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.5% | -3.9% | -3.5% |
| 7D | -0.7% | +1.9% | -2.6% | -1.2% |
| 30D | +3.8% | +5.0% | -1.1% | +2.3% |
| 3M | +39.2% | +5.1% | +34.0% | +36.8% |
| 6M | +17.9% | +17.6% | +0.3% | +12.0% |
| YTD | +16.4% | +36.3% | -19.9% | +5.6% |
| 1Y | +3.6% | +71.2% | -67.6% | -12.0% |
| 3Y | -26.7% | +102.7% | -129.4% | -41.2% |
| 5Y | -44.8% | +99.6% | -144.4% | -56.3% |
| 10Y | +24.1% | +603.1% | -579.0% | -30.8% |
| All | +2,520.1% | +2,363.7% | +156.4% | +555.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling