+102.7%
RIO vs GAP
+113.8%
-11.1%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.6% |
| 7D | +1.9% | +1.7% | +0.2% | +1.8% |
| 30D | +5.0% | +9.3% | -4.4% | +4.0% |
| 3M | +5.1% | +6.1% | -1.0% | +4.4% |
| 6M | +17.6% | -2.3% | +19.9% | +17.3% |
| YTD | +36.3% | -10.6% | +46.9% | +36.7% |
| 1Y | +71.2% | -4.4% | +75.6% | +70.2% |
| 3Y | +102.7% | +118.3% | -15.6% | +81.8% |
| All | +102.7% | +113.8% | -11.1% | +81.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling