+159.7%
GILD vs RIG
-41.2%
+200.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +1.0% | -0.7% |
| 7D | -4.8% | -3.1% | -1.7% | -4.7% |
| 30D | +5.8% | -0.5% | +6.3% | +5.8% |
| 3M | +14.9% | -6.0% | +20.9% | +15.1% |
| 6M | -0.4% | -10.1% | +9.8% | -0.2% |
| YTD | +18.5% | +37.3% | -18.8% | +17.0% |
| 1Y | +25.1% | +73.9% | -48.8% | +22.4% |
| 3Y | +105.9% | -30.2% | +136.1% | +105.4% |
| 5Y | +143.0% | +62.5% | +80.5% | +132.4% |
| All | +159.7% | -41.2% | +200.9% | +147.3% |
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