+118.6%
GLD vs RIG
+44.4%
+74.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.7% | -3.5% | -0.9% |
| 7D | +4.7% | -24.5% | +29.2% | +5.7% |
| 30D | -0.9% | -2.8% | +1.9% | -1.0% |
| 3M | -4.4% | +1.6% | -6.0% | -4.7% |
| 6M | -13.6% | -15.9% | +2.3% | -13.3% |
| YTD | -6.0% | +26.9% | -32.9% | -7.3% |
| 1Y | +1.8% | +34.4% | -32.6% | +0.1% |
| 3Y | +103.2% | -21.2% | +124.4% | +102.6% |
| All | +118.6% | +44.4% | +74.2% | +107.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling