+1,903.3%
GLW vs RIG
-46.4%
+1,949.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.7% | -0.1% | +2.1% |
| 7D | -13.9% | -24.5% | +10.6% | -9.8% |
| 30D | -35.0% | -2.8% | -32.2% | -34.8% |
| 3M | -32.4% | +1.6% | -33.9% | -33.0% |
| 6M | -41.3% | -15.9% | -25.5% | -40.3% |
| YTD | +21.8% | +26.9% | -5.0% | +14.9% |
| 1Y | +21.8% | +34.4% | -12.5% | +13.7% |
| 3Y | +307.7% | -21.2% | +328.9% | +296.8% |
| 5Y | +213.7% | +46.4% | +167.3% | +154.1% |
| 10Y | +509.3% | -45.8% | +555.1% | +336.5% |
| All | +1,903.3% | -46.4% | +1,949.7% | +1,319.4% |
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