+2,064.0%
GS vs RIO
+2,454.6%
-390.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.4% | -0.1% |
| 7D | +0.9% | 0.0% | +1.0% | +1.0% |
| 30D | -1.6% | +4.0% | -5.5% | -3.1% |
| 3M | -4.5% | +0.1% | -4.6% | -4.6% |
| 6M | +20.9% | +12.7% | +8.2% | +15.3% |
| YTD | +19.9% | +35.6% | -15.7% | +6.3% |
| 1Y | +41.4% | +73.7% | -32.3% | +13.9% |
| 3Y | +239.2% | +93.3% | +145.9% | +159.2% |
| 5Y | +185.0% | +92.4% | +92.6% | +111.9% |
| 10Y | +655.0% | +606.9% | +48.0% | +240.7% |
| All | +2,064.0% | +2,454.6% | -390.5% | +396.5% |
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