+816.6%
RIOT vs GIS
-13.2%
+829.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -1.0% |
| 7D | +18.4% | -8.6% | +27.0% | +17.3% |
| 30D | +13.8% | -0.5% | +14.2% | +13.7% |
| 3M | -12.7% | +11.9% | -24.6% | -12.1% |
| 6M | +50.1% | -11.6% | +61.7% | +50.5% |
| YTD | +74.2% | -16.3% | +90.5% | +74.6% |
| 1Y | +45.1% | -21.8% | +66.9% | +45.6% |
| 3Y | +101.6% | -35.7% | +137.2% | +101.9% |
| 5Y | -29.6% | -22.9% | -6.7% | -31.6% |
| 10Y | +528.1% | -16.8% | +544.9% | +507.5% |
| All | +816.6% | -13.2% | +829.8% | +810.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling