+816.6%
GLD vs RIG
-83.1%
+899.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | -0.8% |
| 7D | -0.5% | +0.9% | -1.4% | -0.6% |
| 30D | +4.4% | +13.8% | -9.4% | +4.0% |
| 3M | -1.1% | -6.4% | +5.3% | -1.0% |
| 6M | -13.8% | -8.2% | -5.6% | -13.7% |
| YTD | +2.6% | +41.6% | -39.0% | +1.3% |
| 1Y | +24.5% | +88.7% | -64.2% | +21.7% |
| 3Y | +125.8% | -30.9% | +156.7% | +125.6% |
| 5Y | +137.8% | +57.7% | +80.1% | +128.8% |
| 10Y | +221.4% | -39.3% | +260.6% | +204.7% |
| All | +816.6% | -83.1% | +899.6% | +796.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling