-22.9%
GIS vs RIG
+64.1%
-86.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.6% |
| 7D | -8.6% | -8.2% | -0.4% | -8.6% |
| 30D | -0.5% | -0.2% | -0.3% | -0.5% |
| 3M | +11.9% | -2.7% | +14.6% | +11.9% |
| 6M | -11.6% | -7.5% | -4.1% | -11.6% |
| YTD | -16.3% | +38.3% | -54.6% | -16.3% |
| 1Y | -21.8% | +81.8% | -103.6% | -21.7% |
| 3Y | -35.7% | -30.2% | -5.5% | -36.1% |
| 5Y | -22.9% | +59.9% | -82.8% | -21.3% |
| All | -22.9% | +64.1% | -86.9% | -21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling