+554.2%
GLW vs RIOT
+747.2%
-193.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.6% |
| 7D | +15.5% | +20.8% | -5.3% | +13.6% |
| 30D | -19.6% | +7.0% | -26.5% | -20.2% |
| 3M | -28.5% | -12.3% | -16.2% | -28.0% |
| 6M | -39.5% | -27.3% | -12.3% | -38.2% |
| YTD | +37.2% | +40.7% | -3.5% | +33.2% |
| 1Y | +35.4% | +15.3% | +20.1% | +33.1% |
| 3Y | +359.7% | +72.1% | +287.6% | +322.5% |
| 5Y | +244.0% | -59.7% | +303.7% | +222.1% |
| All | +554.2% | +747.2% | -193.0% | +399.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RIOT.
Daily Out/Under-Performance
Portfolio return minus RIOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIOT 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 10y: compounded portfolio wealth divided by compounded RIOT 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…
10y analysis · Full analysis span regression · 6 months rolling