+580.6%
RIO vs GAP
+27.6%
+553.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.1% | -2.1% | -3.9% |
| 7D | -3.4% | -6.3% | +3.0% | -2.4% |
| 30D | +0.6% | -0.2% | +0.8% | +0.3% |
| 3M | +2.5% | 0.0% | +2.5% | +2.1% |
| 6M | +10.8% | -8.1% | +18.9% | +11.3% |
| YTD | +30.5% | -16.5% | +46.9% | +32.5% |
| 1Y | +68.1% | -10.5% | +78.6% | +68.2% |
| 3Y | +94.0% | +104.0% | -9.9% | +58.7% |
| 5Y | +92.0% | +6.8% | +85.2% | +67.5% |
| All | +580.6% | +27.6% | +553.0% | +400.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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