+699.4%
GIS vs RIG
-41.1%
+740.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | 0.0% | -1.5% |
| 7D | -8.3% | -2.7% | -5.6% | -8.2% |
| 30D | +2.2% | +9.5% | -7.3% | +1.9% |
| 3M | +15.7% | -6.6% | +22.3% | +15.8% |
| 6M | -12.0% | -2.9% | -9.1% | -12.1% |
| YTD | -15.0% | +39.5% | -54.4% | -16.0% |
| 1Y | -20.1% | +82.3% | -102.4% | -21.7% |
| 3Y | -34.6% | -29.6% | -5.0% | -34.7% |
| 5Y | -22.8% | +63.2% | -86.0% | -26.0% |
| 10Y | -18.5% | -45.0% | +26.5% | -23.5% |
| All | +699.4% | -41.1% | +740.6% | +663.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling