+206.1%
GLD vs RIG
-46.1%
+252.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.1% | -4.0% | +0.1% |
| 7D | -4.6% | +5.7% | -10.3% | -4.6% |
| 30D | -5.5% | -0.7% | -4.7% | -5.5% |
| 3M | -10.9% | -3.1% | -7.8% | -10.9% |
| 6M | -17.4% | -16.3% | -1.1% | -17.4% |
| YTD | -10.3% | +34.1% | -44.5% | -10.7% |
| 1Y | -7.2% | +38.2% | -45.3% | -7.6% |
| 3Y | +96.9% | -15.3% | +112.2% | +96.3% |
| 5Y | +103.8% | +62.5% | +41.3% | +102.5% |
| All | +206.1% | -46.1% | +252.2% | +207.9% |
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