+463.3%
GLW vs RIO
+104.4%
+358.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.5% | +7.0% | +7.2% |
| 7D | +14.0% | +1.9% | +12.1% | +12.7% |
| 30D | +0.4% | +5.0% | -4.6% | -2.8% |
| 3M | -11.3% | +5.1% | -16.5% | -14.3% |
| 6M | +35.1% | +17.6% | +17.4% | +25.2% |
| YTD | +90.5% | +36.3% | +54.2% | +68.7% |
| 1Y | +132.0% | +71.2% | +60.8% | +91.0% |
| 3Y | +463.3% | +102.7% | +360.6% | +331.5% |
| All | +463.3% | +104.4% | +358.9% | +331.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling