+59.8%
RIO vs FGI
-66.3%
+126.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.2% | -8.2% | -2.0% |
| 7D | +0.1% | +13.5% | -13.4% | +0.1% |
| 30D | -10.5% | +17.1% | -27.6% | -10.6% |
| 3M | -15.9% | +78.0% | -93.9% | -16.3% |
| 6M | -22.3% | +46.4% | -68.7% | -22.6% |
| YTD | +9.3% | +47.7% | -38.4% | +8.0% |
| 1Y | +23.0% | +56.8% | -33.8% | +21.3% |
| 3Y | +52.1% | +12.3% | +39.8% | +49.8% |
| All | +59.8% | -66.3% | +126.1% | +56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling