+554.2%
GLW vs RIG
-48.2%
+602.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | +15.5% | +4.3% | +11.2% | +14.9% |
| 30D | -19.6% | -5.8% | -13.7% | -19.0% |
| 3M | -28.5% | -6.7% | -21.8% | -28.1% |
| 6M | -39.5% | -18.7% | -20.9% | -38.4% |
| YTD | +37.2% | +28.8% | +8.4% | +31.1% |
| 1Y | +35.4% | +28.8% | +6.6% | +29.3% |
| 3Y | +359.7% | -20.0% | +379.7% | +349.2% |
| 5Y | +244.0% | +56.0% | +188.0% | +193.5% |
| All | +554.2% | -48.2% | +602.4% | +428.5% |
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 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