+212.6%
GLW vs RIO
+94.1%
+118.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.3% |
| 7D | -13.9% | +2.2% | -16.2% | -14.9% |
| 30D | -35.0% | -10.1% | -24.9% | -31.5% |
| 3M | -32.4% | -14.1% | -18.2% | -27.2% |
| 6M | -41.3% | -18.9% | -22.4% | -34.9% |
| YTD | +21.8% | +9.9% | +11.9% | +21.8% |
| 1Y | +21.8% | +27.0% | -5.1% | +16.2% |
| 3Y | +307.7% | +50.1% | +257.6% | +263.1% |
| All | +212.6% | +94.1% | +118.6% | +147.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling