+3,279.7%
GLW vs RIO
+4,900.4%
-1,620.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.2% | -2.5% |
| 7D | -11.1% | +3.6% | -14.7% | -12.2% |
| 30D | -28.4% | -10.8% | -17.6% | -25.3% |
| 3M | -28.8% | -15.2% | -13.6% | -24.3% |
| 6M | -39.8% | -18.0% | -21.8% | -34.9% |
| YTD | +28.7% | +11.0% | +17.8% | +25.9% |
| 1Y | +27.7% | +26.4% | +1.4% | +19.4% |
| 3Y | +331.3% | +54.4% | +277.0% | +270.6% |
| 5Y | +233.4% | +98.1% | +135.4% | +155.4% |
| 10Y | +521.8% | +358.5% | +163.2% | +250.3% |
| All | +3,279.7% | +4,900.4% | -1,620.8% | +644.7% |
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