+231.1%
GM vs RIG
-41.2%
+272.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.2% | -0.3% |
| 7D | -2.4% | -3.1% | +0.6% | -1.9% |
| 30D | -1.1% | -0.5% | -0.6% | -1.1% |
| 3M | +6.1% | -6.0% | +12.1% | +6.7% |
| 6M | +15.0% | -10.1% | +25.1% | +15.5% |
| YTD | +6.0% | +37.3% | -31.3% | -1.2% |
| 1Y | +47.1% | +73.9% | -26.8% | +30.7% |
| 3Y | +170.5% | -30.2% | +200.7% | +168.3% |
| 5Y | +80.5% | +62.5% | +18.0% | +44.6% |
| All | +231.1% | -41.2% | +272.3% | +137.1% |
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