+111.7%
RIOT vs GFI
+287.6%
-175.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +4.0% |
| 3M | -17.9% | +25.6% | -43.5% | -21.3% |
| 6M | +45.0% | -8.3% | +53.2% | +44.5% |
| YTD | +69.5% | +6.3% | +63.1% | +70.6% |
| 1Y | +37.2% | +22.1% | +15.1% | +39.2% |
| 3Y | +111.7% | +289.2% | -177.5% | +143.3% |
| All | +111.7% | +287.6% | -175.9% | +143.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling