+65.7%
RIOT vs GFS
+37.2%
+28.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.5% | +1.6% | +2.2% |
| 7D | +14.8% | +1.0% | +13.8% | +14.3% |
| 30D | +1.4% | -8.6% | +10.0% | +5.9% |
| 3M | -20.6% | -46.5% | +25.9% | +10.5% |
| 6M | +31.9% | -4.8% | +36.7% | +25.9% |
| YTD | +72.1% | +29.7% | +42.4% | +25.7% |
| 1Y | +65.7% | +35.8% | +29.8% | +21.1% |
| All | +65.7% | +37.2% | +28.5% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1y: compounded portfolio wealth divided by compounded GFS 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…
1y analysis · Full analysis span regression · 6 months rolling