+342.1%
GLW vs RIG
+60.3%
+281.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.8% | +8.5% | +6.0% |
| 7D | +3.8% | +0.9% | +2.9% | +3.6% |
| 30D | -1.3% | +13.8% | -15.2% | -3.2% |
| 3M | -21.8% | -6.4% | -15.4% | -21.3% |
| 6M | +6.9% | -8.2% | +15.1% | +7.1% |
| YTD | +77.2% | +41.6% | +35.5% | +67.4% |
| 1Y | +123.2% | +88.7% | +34.5% | +103.1% |
| 3Y | +400.0% | -30.9% | +430.8% | +391.5% |
| All | +342.1% | +60.3% | +281.9% | +281.6% |
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