+434.1%
RIOT vs GEHC
+2.1%
+432.0%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +2.7% |
| 7D | -1.5% | -7.2% | +5.6% | +2.1% |
| 30D | +5.7% | -11.6% | +17.2% | +11.9% |
| 3M | -17.9% | -0.8% | -17.0% | -20.4% |
| 6M | +45.0% | -11.9% | +56.9% | +51.2% |
| YTD | +69.5% | -21.9% | +91.4% | +88.7% |
| 1Y | +37.2% | -17.8% | +55.0% | +47.2% |
| 3Y | +111.7% | -3.5% | +115.3% | +98.6% |
| All | +434.1% | +2.1% | +432.0% | +349.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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