+97.7%
RIO vs GTLB
-49.8%
+147.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.1% | -6.3% | -4.3% |
| 7D | -3.4% | -4.1% | +0.7% | -3.1% |
| 30D | +0.6% | +12.3% | -11.7% | -0.2% |
| 3M | +2.5% | +65.9% | -63.4% | -0.7% |
| 6M | +10.8% | +104.0% | -93.2% | +5.5% |
| YTD | +30.5% | +26.0% | +4.4% | +27.9% |
| 1Y | +68.1% | -3.5% | +71.6% | +67.5% |
| 3Y | +94.0% | -9.6% | +103.7% | +90.1% |
| All | +97.7% | -49.8% | +147.5% | +76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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