+95.9%
RIO vs GWW
+89.5%
+6.5%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.1% |
| 7D | +1.0% | -0.5% | +1.4% | +1.0% |
| 30D | +4.0% | -1.4% | +5.5% | +4.3% |
| 3M | +4.5% | -3.6% | +8.2% | +5.0% |
| 6M | +17.3% | +15.1% | +2.2% | +12.2% |
| YTD | +36.2% | +27.5% | +8.7% | +27.1% |
| 1Y | +76.1% | +29.6% | +46.5% | +63.6% |
| All | +95.9% | +89.5% | +6.5% | +60.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling