+73.7%
RIO vs GWW
+31.2%
+42.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.3% |
| 7D | 0.0% | +1.4% | -1.4% | -0.3% |
| 30D | +4.0% | +3.3% | +0.7% | +3.3% |
| 3M | +0.1% | +2.9% | -2.8% | -1.2% |
| 6M | +12.7% | +15.8% | -3.1% | +6.2% |
| YTD | +35.6% | +32.0% | +3.5% | +24.4% |
| 1Y | +73.7% | +29.9% | +43.8% | +55.2% |
| All | +73.7% | +31.2% | +42.5% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 1y: compounded portfolio wealth divided by compounded GWW 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…
1y analysis · Full analysis span regression · 6 months rolling