+584.5%
RIO vs GNRC
+448.8%
+135.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.4% | 0.0% |
| 7D | -3.2% | -0.2% | -3.0% | -3.2% |
| 30D | +0.9% | -15.7% | +16.7% | +4.5% |
| 3M | -1.4% | -27.3% | +25.9% | +4.7% |
| 6M | +10.9% | -12.1% | +23.0% | +12.4% |
| YTD | +31.2% | +37.1% | -5.9% | +20.4% |
| 1Y | +67.9% | -0.5% | +68.4% | +63.6% |
| 3Y | +88.8% | +61.5% | +27.3% | +60.1% |
| 5Y | +93.1% | -58.6% | +151.7% | +117.2% |
| All | +584.5% | +448.8% | +135.7% | +183.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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