+98.8%
RIO vs GTLB
-50.1%
+148.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.2% | +0.6% |
| 7D | -3.2% | -5.7% | +2.5% | -2.9% |
| 30D | +0.9% | +15.1% | -14.2% | 0.0% |
| 3M | -1.4% | +65.5% | -66.9% | -4.6% |
| 6M | +10.9% | +102.9% | -92.0% | +5.7% |
| YTD | +31.2% | +25.2% | +6.0% | +28.7% |
| 1Y | +67.9% | -5.5% | +73.4% | +67.5% |
| 3Y | +88.8% | -10.9% | +99.7% | +85.1% |
| All | +98.8% | -50.1% | +148.9% | +77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling