+867.9%
GLW vs RIG
-44.3%
+912.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.6% |
| 7D | +16.9% | -8.2% | +25.1% | +18.1% |
| 30D | +7.0% | -0.2% | +7.2% | +6.9% |
| 3M | -3.0% | -2.7% | -0.2% | -3.0% |
| 6M | +31.0% | -7.5% | +38.4% | +31.1% |
| YTD | +93.4% | +38.3% | +55.2% | +83.6% |
| 1Y | +134.7% | +81.8% | +52.9% | +114.7% |
| 3Y | +471.8% | -30.2% | +502.0% | +468.9% |
| 5Y | +394.5% | +59.9% | +334.5% | +320.5% |
| 10Y | +867.9% | -41.9% | +909.8% | +654.0% |
| All | +867.9% | -44.3% | +912.2% | +654.0% |
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