+105.4%
RIO vs GTLB
-47.1%
+152.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.6% | +0.4% |
| 7D | 0.0% | +11.1% | -11.1% | -0.7% |
| 30D | +4.0% | +37.8% | -33.8% | +1.9% |
| 3M | +0.1% | +61.6% | -61.4% | -2.9% |
| 6M | +12.7% | +98.9% | -86.2% | +7.5% |
| YTD | +35.6% | +32.8% | +2.8% | +32.5% |
| 1Y | +73.7% | +14.7% | +59.0% | +71.0% |
| 3Y | +93.3% | +1.3% | +92.0% | +88.0% |
| All | +105.4% | -47.1% | +152.5% | +82.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling