+526.0%
GLW vs RIO
+354.4%
+171.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -4.1% |
| 7D | +7.7% | -0.9% | +8.7% | +8.4% |
| 30D | -18.8% | -9.1% | -9.7% | -14.6% |
| 3M | -27.7% | -13.7% | -14.1% | -22.0% |
| 6M | -44.4% | -24.3% | -20.1% | -35.6% |
| YTD | +31.3% | +8.9% | +22.4% | +29.2% |
| 1Y | +40.0% | +22.7% | +17.4% | +30.6% |
| 3Y | +339.2% | +51.2% | +288.1% | +264.3% |
| 5Y | +229.2% | +88.1% | +141.1% | +132.8% |
| All | +526.0% | +354.4% | +171.5% | +202.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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