+19.4%
GLD vs RIG
+85.2%
-65.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.6% |
| 7D | +0.7% | -2.7% | +3.5% | +0.9% |
| 30D | +0.3% | +9.5% | -9.2% | -0.5% |
| 3M | +0.6% | -6.6% | +7.3% | +0.9% |
| 6M | -15.6% | -2.9% | -12.7% | -16.3% |
| YTD | +0.9% | +39.5% | -38.6% | -3.2% |
| 1Y | +19.4% | +82.3% | -62.9% | +14.2% |
| All | +19.4% | +85.2% | -65.8% | +14.2% |
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 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