+236.9%
RIOT vs GGLL
+309.0%
-72.1%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.7% | +1.3% |
| 7D | +18.4% | -3.9% | +22.3% | +20.7% |
| 30D | +13.8% | -15.4% | +29.1% | +22.1% |
| 3M | -12.7% | -21.9% | +9.2% | -6.8% |
| 6M | +50.1% | +4.5% | +45.6% | +35.5% |
| YTD | +74.2% | -2.4% | +76.6% | +60.5% |
| 1Y | +45.1% | +57.8% | -12.7% | +0.9% |
| 3Y | +101.6% | +227.2% | -125.7% | -16.3% |
| All | +236.9% | +309.0% | -72.1% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 10y: compounded portfolio wealth divided by compounded GGLL 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…
10y analysis · Full analysis span regression · 6 months rolling