+824.5%
RIOT vs GSK
+95.2%
+729.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.7% | +4.8% | +3.1% |
| 7D | +25.1% | -4.2% | +29.3% | +27.0% |
| 30D | +8.5% | -7.5% | +16.0% | +11.4% |
| 3M | -13.4% | -3.3% | -10.1% | -13.1% |
| 6M | +57.1% | -9.3% | +66.5% | +62.0% |
| YTD | +75.7% | +1.6% | +74.1% | +71.7% |
| 1Y | +65.6% | +25.5% | +40.1% | +46.9% |
| 3Y | +103.3% | +49.3% | +54.0% | +56.0% |
| 5Y | -26.7% | +46.7% | -73.4% | -44.5% |
| 10Y | +527.2% | +76.8% | +450.4% | +354.9% |
| All | +824.5% | +95.2% | +729.3% | +627.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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