+6,084.9%
RIO vs GAP
+2,074.3%
+4,010.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | 0.0% | -4.5% | +4.4% | +0.8% |
| 30D | +4.0% | +9.0% | -5.1% | +1.8% |
| 3M | +0.1% | +5.0% | -4.9% | -1.3% |
| 6M | +12.7% | -17.8% | +30.5% | +15.5% |
| YTD | +35.6% | -10.4% | +46.0% | +36.2% |
| 1Y | +73.7% | -3.4% | +77.1% | +71.1% |
| 3Y | +93.3% | +111.5% | -18.2% | +50.7% |
| 5Y | +92.4% | +8.8% | +83.6% | +62.0% |
| 10Y | +606.9% | +32.9% | +574.0% | +393.9% |
| All | +6,084.9% | +2,074.3% | +4,010.5% | +2,834.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling