+88.8%
RIO vs GWRE
+50.1%
+38.7%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | -3.2% | -13.2% | +10.0% | -2.6% |
| 30D | +0.9% | -18.6% | +19.5% | +1.6% |
| 3M | -1.4% | +18.9% | -20.3% | -3.2% |
| 6M | +10.9% | -11.0% | +21.9% | +11.3% |
| YTD | +31.2% | -29.9% | +61.1% | +34.6% |
| 1Y | +67.9% | -44.3% | +112.3% | +76.9% |
| 3Y | +88.8% | +51.7% | +37.1% | +67.6% |
| All | +88.8% | +50.1% | +38.7% | +67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 3y: compounded portfolio wealth divided by compounded GWRE 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…
3y analysis · Full analysis span regression · 6 months rolling