+791.7%
RIOT vs GFI
+1,360.1%
-568.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.8% | +2.8% |
| 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% | -21.8% |
| 6M | +45.0% | -8.3% | +53.2% | +47.2% |
| YTD | +69.5% | +6.3% | +63.1% | +68.0% |
| 1Y | +37.2% | +22.1% | +15.1% | +31.7% |
| 3Y | +111.7% | +289.2% | -177.5% | +54.5% |
| 5Y | -27.5% | +531.7% | -559.2% | -53.5% |
| 10Y | +511.1% | +1,043.8% | -532.7% | +271.7% |
| All | +791.7% | +1,360.1% | -568.4% | +387.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling