+6,084.9%
RIO vs GPC
+2,452.6%
+3,632.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -0.2% |
| 7D | 0.0% | +1.2% | -1.2% | -0.6% |
| 30D | +4.0% | +6.0% | -2.0% | +0.8% |
| 3M | +0.1% | +42.6% | -42.5% | -17.8% |
| 6M | +12.7% | +22.8% | -10.0% | -0.4% |
| YTD | +35.6% | +15.5% | +20.1% | +22.2% |
| 1Y | +73.7% | +2.0% | +71.6% | +66.6% |
| 3Y | +93.3% | -1.4% | +94.7% | +79.3% |
| 5Y | +92.4% | +30.6% | +61.8% | +47.4% |
| 10Y | +606.9% | +80.6% | +526.3% | +319.1% |
| All | +6,084.9% | +2,452.6% | +3,632.2% | +1,474.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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