+619.6%
RIOT vs GPC
+74.9%
+544.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.9% |
| 7D | +4.8% | +0.4% | +4.4% | +4.6% |
| 30D | +16.0% | -6.3% | +22.3% | +19.4% |
| 3M | -8.8% | -8.2% | -0.6% | -5.5% |
| 6M | -29.7% | +27.1% | -56.8% | -40.8% |
| YTD | +38.3% | +3.1% | +35.2% | +29.2% |
| 1Y | +26.2% | +0.1% | +26.2% | +19.8% |
| 3Y | +79.0% | +0.2% | +78.7% | +64.3% |
| 5Y | -60.4% | +4.9% | -65.2% | -63.8% |
| All | +619.6% | +74.9% | +544.8% | +402.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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