+485.8%
RIOT vs GFI
+1,066.8%
-581.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.8% | +2.7% |
| 7D | -1.5% | -4.9% | +3.3% | -0.5% |
| 30D | +5.7% | +10.7% | -5.1% | +3.7% |
| 3M | -17.9% | +25.6% | -43.5% | -21.7% |
| 6M | +45.0% | -8.3% | +53.2% | +47.1% |
| YTD | +69.5% | +6.3% | +63.1% | +68.1% |
| 1Y | +37.2% | +22.1% | +15.1% | +32.0% |
| 3Y | +111.7% | +289.2% | -177.5% | +56.4% |
| 5Y | -27.5% | +531.7% | -559.2% | -52.6% |
| All | +485.8% | +1,066.8% | -581.1% | +273.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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