+5,852.5%
RIO vs GFI
+921.5%
+4,931.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.9% | -1.3% | -3.7% |
| 7D | -3.4% | -5.1% | +1.8% | -2.4% |
| 30D | +0.6% | +13.4% | -12.9% | -1.8% |
| 3M | +2.5% | +36.2% | -33.7% | -3.5% |
| 6M | +10.8% | -9.8% | +20.6% | +12.0% |
| YTD | +30.5% | +7.7% | +22.8% | +27.0% |
| 1Y | +68.1% | +27.2% | +40.9% | +57.6% |
| 3Y | +94.0% | +300.3% | -206.3% | +42.2% |
| 5Y | +92.0% | +539.8% | -447.8% | +24.4% |
| 10Y | +589.0% | +1,058.5% | -469.5% | +248.4% |
| All | +5,852.5% | +921.5% | +4,931.0% | +2,462.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling