+26.4%
RIO vs FGI
+45.2%
-18.8%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | +3.6% | -4.1% | +7.7% | +3.6% |
| 30D | -10.8% | -3.4% | -7.4% | -10.8% |
| 3M | -15.2% | +61.8% | -77.0% | -15.0% |
| 6M | -18.0% | +17.0% | -35.0% | -17.6% |
| YTD | +11.0% | +31.4% | -20.4% | +9.2% |
| 1Y | +26.4% | +42.7% | -16.3% | +25.5% |
| All | +26.4% | +45.2% | -18.8% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling