+3,098.8%
GLW vs RIO
+4,852.5%
-1,753.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.4% |
| 7D | -13.9% | +2.2% | -16.2% | -14.7% |
| 30D | -35.0% | -10.1% | -24.9% | -32.4% |
| 3M | -32.4% | -14.1% | -18.2% | -28.5% |
| 6M | -41.3% | -18.9% | -22.4% | -36.3% |
| YTD | +21.8% | +9.9% | +11.9% | +19.5% |
| 1Y | +21.8% | +27.0% | -5.1% | +13.6% |
| 3Y | +307.7% | +50.1% | +257.6% | +253.5% |
| 5Y | +213.7% | +95.3% | +118.4% | +141.3% |
| 10Y | +509.3% | +425.9% | +83.4% | +227.4% |
| All | +3,098.8% | +4,852.5% | -1,753.7% | +606.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling