+4,988.9%
RIO vs GPC
+2,187.7%
+2,801.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.9% |
| 7D | +0.5% | -2.1% | +2.6% | +1.6% |
| 30D | -9.9% | -4.5% | -5.4% | -8.0% |
| 3M | -14.0% | -7.7% | -6.3% | -10.8% |
| 6M | -19.5% | +24.3% | -43.8% | -29.4% |
| YTD | +11.5% | +3.5% | +8.1% | +6.0% |
| 1Y | +26.9% | +0.7% | +26.2% | +22.1% |
| 3Y | +55.1% | 0.0% | +55.2% | +42.6% |
| 5Y | +90.7% | +5.8% | +84.8% | +63.5% |
| 10Y | +363.3% | +75.8% | +287.6% | +175.8% |
| All | +4,988.9% | +2,187.7% | +2,801.1% | +1,265.0% |
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