+770.1%
RIOT vs GM
+243.2%
+526.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +2.8% | -7.9% | -7.3% |
| 7D | -0.9% | -1.1% | +0.2% | -0.3% |
| 30D | +3.5% | -3.4% | +6.9% | +6.0% |
| 3M | -13.0% | +8.7% | -21.7% | -19.5% |
| 6M | +43.1% | +15.4% | +27.7% | +27.1% |
| YTD | +65.4% | +6.6% | +58.7% | +56.5% |
| 1Y | +27.7% | +51.5% | -23.7% | -12.3% |
| 3Y | +91.3% | +169.3% | -78.0% | -19.8% |
| 5Y | -29.3% | +81.6% | -110.8% | -58.1% |
| 10Y | +496.3% | +240.7% | +255.6% | +111.1% |
| All | +770.1% | +243.2% | +526.9% | +201.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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