+720.2%
GS vs RIOT
+958.3%
-238.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.1% | -0.2% |
| 7D | +0.9% | +14.8% | -13.9% | -0.2% |
| 30D | -1.6% | +1.4% | -3.0% | -1.9% |
| 3M | -4.5% | -20.6% | +16.2% | -3.4% |
| 6M | +20.9% | +31.9% | -11.0% | +17.3% |
| YTD | +19.9% | +72.1% | -52.2% | +13.5% |
| 1Y | +41.4% | +65.7% | -24.2% | +33.4% |
| 3Y | +239.2% | +97.5% | +141.7% | +204.0% |
| 5Y | +185.0% | -36.7% | +221.7% | +156.8% |
| 10Y | +655.0% | +550.1% | +104.8% | +406.8% |
| All | +720.2% | +958.3% | -238.1% | +446.0% |
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