+478.5%
GS vs RIOT
+670.6%
-192.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.7% | -1.0% | +4.2% |
| 7D | +0.8% | +49.2% | -48.3% | -2.5% |
| 30D | +1.2% | +4.6% | -3.4% | +0.5% |
| 3M | -12.4% | -13.9% | +1.5% | -12.0% |
| 6M | -2.3% | -26.7% | +24.3% | -1.1% |
| YTD | +4.6% | +39.4% | -34.8% | 0.0% |
| 1Y | +17.5% | +3.8% | +13.7% | +14.6% |
| 3Y | +202.0% | +73.0% | +129.1% | +172.3% |
| 5Y | +152.4% | -55.7% | +208.1% | +131.6% |
| 10Y | +478.5% | +685.8% | -207.3% | +279.8% |
| All | +478.5% | +670.6% | -192.0% | +279.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RIOT.
Daily Out/Under-Performance
Portfolio return minus RIOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIOT 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 RIOT 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