+24.5%
GLD vs RIG
+97.6%
-73.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | -0.6% |
| 7D | -0.5% | +0.9% | -1.4% | -0.6% |
| 30D | +4.4% | +13.8% | -9.4% | +3.3% |
| 3M | -1.1% | -6.4% | +5.3% | -0.8% |
| 6M | -13.8% | -8.2% | -5.6% | -13.8% |
| YTD | +2.6% | +41.6% | -39.0% | -1.6% |
| 1Y | +24.5% | +88.7% | -64.2% | +19.1% |
| All | +24.5% | +97.6% | -73.1% | +19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling