-19.2%
RIOT vs GFS
-3.9%
-15.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.3% |
| 7D | +25.1% | +2.6% | +22.5% | +23.1% |
| 30D | +8.5% | -16.4% | +24.9% | +21.6% |
| 3M | -13.4% | -41.6% | +28.2% | +21.5% |
| 6M | +57.1% | -3.7% | +60.8% | +52.6% |
| YTD | +75.7% | +29.3% | +46.4% | +35.7% |
| 1Y | +65.6% | +37.1% | +28.5% | +23.3% |
| 3Y | +103.3% | -22.1% | +125.4% | +111.6% |
| All | -19.2% | -3.9% | -15.2% | -7.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling