+438.8%
GS vs RIOT
+732.5%
-293.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.1% | +0.5% |
| 7D | +5.9% | +4.8% | +1.0% | +5.5% |
| 30D | +4.3% | +16.0% | -11.7% | +2.8% |
| 3M | -11.7% | -8.8% | -2.9% | -11.6% |
| 6M | -3.2% | -29.7% | +26.5% | -1.7% |
| YTD | +5.8% | +38.3% | -32.5% | +1.2% |
| 1Y | +16.0% | +26.2% | -10.2% | +11.6% |
| 3Y | +199.8% | +79.0% | +120.8% | +169.8% |
| 5Y | +155.5% | -60.4% | +215.9% | +136.1% |
| All | +438.8% | +732.5% | -293.6% | +257.8% |
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