+339.7%
RIO vs GWRE
+736.4%
-396.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.5% | -2.7% | -3.9% |
| 7D | -3.4% | -30.9% | +27.6% | +2.8% |
| 30D | +0.6% | -20.7% | +21.3% | +4.0% |
| 3M | +2.5% | +20.2% | -17.6% | -3.0% |
| 6M | +10.8% | -11.9% | +22.6% | +10.1% |
| YTD | +30.5% | -30.3% | +60.8% | +35.4% |
| 1Y | +68.1% | -44.6% | +112.8% | +83.2% |
| 3Y | +94.0% | +48.8% | +45.2% | +62.9% |
| 5Y | +92.0% | +14.8% | +77.2% | +67.3% |
| 10Y | +589.0% | +128.1% | +460.9% | +391.9% |
| All | +339.7% | +736.4% | -396.7% | +146.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling