+213.3%
GLD vs RIG
-42.7%
+256.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.7% |
| 7D | +0.7% | -2.7% | +3.5% | +0.8% |
| 30D | +0.3% | +9.5% | -9.2% | +0.2% |
| 3M | +0.6% | -6.6% | +7.3% | +0.7% |
| 6M | -15.6% | -2.9% | -12.7% | -15.6% |
| YTD | +0.9% | +39.5% | -38.6% | +0.4% |
| 1Y | +19.4% | +82.3% | -62.9% | +18.6% |
| 3Y | +124.5% | -29.6% | +154.0% | +124.1% |
| 5Y | +138.9% | +63.2% | +75.8% | +137.4% |
| 10Y | +213.3% | -45.0% | +258.3% | +209.6% |
| All | +213.3% | -42.7% | +256.0% | +209.6% |
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