-26.7%
RIOT vs GFI
+524.1%
-550.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.8% | +2.8% |
| 7D | -1.5% | -4.9% | +3.3% | -0.3% |
| 30D | +5.7% | +10.7% | -5.1% | +3.4% |
| 3M | -17.9% | +25.6% | -43.5% | -22.4% |
| 6M | +45.0% | -8.3% | +53.2% | +46.7% |
| YTD | +69.5% | +6.3% | +63.1% | +68.2% |
| 1Y | +37.2% | +22.1% | +15.1% | +32.5% |
| 3Y | +111.7% | +289.2% | -177.5% | +52.5% |
| All | -26.7% | +524.1% | -550.8% | -54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling