+91.5%
RIO vs GNRC
-58.7%
+150.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.5% |
| 3M | -1.4% | -27.3% | +25.9% | +3.1% |
| 6M | +10.9% | -12.1% | +23.0% | +12.2% |
| YTD | +31.2% | +37.1% | -5.9% | +23.8% |
| 1Y | +67.9% | -0.5% | +68.4% | +65.3% |
| 3Y | +88.8% | +61.5% | +27.3% | +69.0% |
| All | +91.5% | -58.7% | +150.2% | +101.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling