-19.8%
RIOT vs GTLB
-49.8%
+30.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +2.1% | -7.2% | -5.9% |
| 7D | -0.9% | -4.1% | +3.2% | +0.6% |
| 30D | +3.5% | +12.3% | -8.8% | -2.3% |
| 3M | -13.0% | +65.9% | -78.9% | -31.9% |
| 6M | +43.1% | +104.0% | -60.9% | -1.0% |
| YTD | +65.4% | +26.0% | +39.3% | +39.8% |
| 1Y | +27.7% | -3.5% | +31.2% | +19.5% |
| 3Y | +91.3% | -9.6% | +101.0% | +71.4% |
| All | -19.8% | -49.8% | +30.0% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 5y: compounded portfolio wealth divided by compounded GTLB 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…
5y analysis · Full analysis span regression · 6 months rolling