-15.5%
RIOT vs GTLB
-50.8%
+35.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.9% | -0.1% |
| 7D | +18.4% | -6.6% | +25.0% | +21.6% |
| 30D | +13.8% | +13.7% | 0.0% | +7.0% |
| 3M | -12.7% | +52.9% | -65.7% | -29.2% |
| 6M | +50.1% | +88.5% | -38.4% | +7.5% |
| YTD | +74.2% | +23.4% | +50.7% | +48.6% |
| 1Y | +45.1% | -3.8% | +48.9% | +35.9% |
| 3Y | +101.6% | -11.5% | +113.1% | +82.2% |
| All | -15.5% | -50.8% | +35.3% | -15.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling