+632.4%
GEV vs RIG
-6.9%
+639.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.7% | +5.3% | +3.9% |
| 7D | +1.6% | -3.1% | +4.7% | +2.2% |
| 30D | -7.9% | -0.5% | -7.4% | -8.0% |
| 3M | +5.6% | -6.0% | +11.6% | +6.4% |
| 6M | +13.1% | -10.1% | +23.2% | +13.5% |
| YTD | +46.7% | +37.3% | +9.5% | +32.3% |
| 1Y | +51.3% | +73.9% | -22.6% | +26.9% |
| All | +632.4% | -6.9% | +639.3% | +616.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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