+111.7%
RIOT vs GIS
-37.5%
+149.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.3% |
| 7D | -1.5% | -6.4% | +4.9% | -5.1% |
| 30D | +5.7% | -6.1% | +11.8% | +2.4% |
| 3M | -17.9% | +7.8% | -25.7% | -14.2% |
| 6M | +45.0% | -8.8% | +53.8% | +43.0% |
| YTD | +69.5% | -19.1% | +88.6% | +61.5% |
| 1Y | +37.2% | -24.8% | +61.9% | +28.9% |
| 3Y | +111.7% | -37.6% | +149.3% | +87.5% |
| All | +111.7% | -37.5% | +149.2% | +87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 3y: compounded portfolio wealth divided by compounded GIS 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…
3y analysis · Full analysis span regression · 6 months rolling