+584.5%
RIO vs GWW
+570.2%
+14.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.4% |
| 7D | -3.2% | -3.4% | +0.2% | -2.1% |
| 30D | +0.9% | -1.9% | +2.8% | +1.4% |
| 3M | -1.4% | -2.4% | +1.0% | -1.1% |
| 6M | +10.9% | +15.7% | -4.8% | +4.9% |
| YTD | +31.2% | +27.6% | +3.6% | +19.9% |
| 1Y | +67.9% | +27.2% | +40.7% | +53.3% |
| 3Y | +88.8% | +89.7% | -0.9% | +47.2% |
| 5Y | +93.1% | +223.9% | -130.8% | +19.2% |
| All | +584.5% | +570.2% | +14.3% | +244.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling