+586.2%
GS vs RIOT
+616.5%
-30.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.0% | -2.4% | -6.1% |
| 7D | -6.3% | +7.4% | -13.8% | -7.0% |
| 30D | -3.1% | -22.0% | +18.9% | -1.6% |
| 3M | -17.7% | -31.3% | +13.7% | -15.8% |
| 6M | -4.6% | -27.5% | +22.9% | -3.3% |
| YTD | +0.3% | +16.5% | -16.2% | -2.6% |
| 1Y | +11.7% | -22.2% | +33.9% | +11.4% |
| 3Y | +183.6% | +29.6% | +154.0% | +161.8% |
| 5Y | +141.0% | -53.1% | +194.1% | +122.1% |
| 10Y | +507.4% | +586.8% | -79.3% | +317.6% |
| All | +586.2% | +616.5% | -30.3% | +368.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling