+4,550.7%
GLW vs RIO
+6,008.3%
-1,457.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.4% | +5.3% | +5.5% |
| 7D | +3.8% | 0.0% | +3.8% | +3.8% |
| 30D | -1.3% | +4.0% | -5.3% | -2.8% |
| 3M | -21.8% | +0.1% | -21.9% | -21.7% |
| 6M | +6.9% | +12.7% | -5.8% | +3.3% |
| YTD | +77.2% | +35.6% | +41.6% | +60.7% |
| 1Y | +123.2% | +73.7% | +49.6% | +85.6% |
| 3Y | +400.0% | +93.3% | +306.7% | +294.3% |
| 5Y | +342.8% | +92.4% | +250.4% | +240.3% |
| 10Y | +771.4% | +606.9% | +164.4% | +320.0% |
| All | +4,550.7% | +6,008.3% | -1,457.6% | +850.4% |
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