+867.9%
GLW vs RIO
+605.0%
+263.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +16.9% | +1.0% | +15.9% | +16.4% |
| 30D | +7.0% | +4.0% | +3.0% | +4.7% |
| 3M | -3.0% | +4.5% | -7.5% | -5.1% |
| 6M | +31.0% | +17.3% | +13.6% | +22.5% |
| YTD | +93.4% | +36.2% | +57.2% | +69.6% |
| 1Y | +134.7% | +76.1% | +58.6% | +83.5% |
| 3Y | +471.8% | +102.5% | +369.3% | +309.6% |
| 5Y | +394.5% | +103.5% | +290.9% | +237.5% |
| 10Y | +867.9% | +619.2% | +248.8% | +309.9% |
| All | +867.9% | +605.0% | +263.0% | +309.9% |
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