+448.8%
GS vs RIO
+362.4%
+86.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.6% | +1.4% |
| 7D | +1.6% | +3.6% | -2.0% | 0.0% |
| 30D | +1.7% | -10.8% | +12.5% | +7.2% |
| 3M | -11.6% | -15.2% | +3.6% | -4.6% |
| 6M | -1.9% | -18.0% | +16.1% | +7.3% |
| YTD | +5.1% | +11.0% | -5.9% | -0.8% |
| 1Y | +16.4% | +26.4% | -9.9% | +3.5% |
| 3Y | +199.0% | +54.4% | +144.6% | +136.7% |
| 5Y | +157.4% | +98.1% | +59.4% | +70.6% |
| All | +448.8% | +362.4% | +86.4% | +154.0% |
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 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