+1,704.0%
GS vs RIO
+1,971.2%
-267.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.0% | -0.6% |
| 7D | -3.2% | +2.2% | -5.5% | -4.0% |
| 30D | -2.4% | -10.1% | +7.7% | +1.6% |
| 3M | -15.7% | -14.1% | -1.6% | -10.9% |
| 6M | -6.8% | -18.9% | +12.1% | +0.7% |
| YTD | -0.1% | +9.9% | -10.0% | -4.1% |
| 1Y | +12.1% | +27.0% | -14.9% | +1.9% |
| 3Y | +185.8% | +50.1% | +135.7% | +140.5% |
| 5Y | +140.1% | +95.3% | +44.8% | +77.8% |
| 10Y | +505.2% | +425.9% | +79.4% | +205.3% |
| All | +1,704.0% | +1,971.2% | -267.2% | +347.9% |
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 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