+805.4%
RIOT vs GD
+243.2%
+562.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.8% | +4.9% | +4.4% |
| 7D | +14.8% | -5.3% | +20.1% | +19.2% |
| 30D | +1.4% | -6.4% | +7.8% | +5.7% |
| 3M | -20.6% | +5.7% | -26.3% | -24.7% |
| 6M | +31.9% | -0.9% | +32.8% | +30.8% |
| YTD | +72.1% | +8.2% | +63.9% | +60.4% |
| 1Y | +65.7% | +13.4% | +52.2% | +49.7% |
| 3Y | +97.5% | +68.5% | +29.0% | +32.9% |
| 5Y | -36.7% | +97.2% | -133.8% | -61.1% |
| 10Y | +550.1% | +190.2% | +360.0% | +205.4% |
| All | +805.4% | +243.2% | +562.2% | +325.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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