+584.5%
RIO vs GFI
+1,066.8%
-482.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.8% | +0.8% |
| 7D | -3.2% | -4.9% | +1.6% | -2.4% |
| 30D | +0.9% | +10.7% | -9.8% | -0.7% |
| 3M | -1.4% | +25.6% | -27.1% | -5.2% |
| 6M | +10.9% | -8.3% | +19.2% | +11.5% |
| YTD | +31.2% | +6.3% | +24.9% | +28.8% |
| 1Y | +67.9% | +22.1% | +45.8% | +60.7% |
| 3Y | +88.8% | +289.2% | -200.4% | +49.7% |
| 5Y | +93.1% | +531.7% | -438.5% | +40.3% |
| All | +584.5% | +1,066.8% | -482.3% | +384.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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