+67.9%
RIO vs GNRC
+0.9%
+67.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.4% | +0.1% |
| 7D | -3.2% | -0.2% | -3.0% | -3.2% |
| 30D | +0.9% | -15.7% | +16.7% | +3.7% |
| 3M | -1.4% | -27.3% | +25.9% | +3.5% |
| 6M | +10.9% | -12.1% | +23.0% | +13.0% |
| YTD | +31.2% | +37.1% | -5.9% | +26.0% |
| 1Y | +67.9% | -0.5% | +68.4% | +64.6% |
| All | +67.9% | +0.9% | +67.0% | +64.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling