+238.7%
GM vs RIG
-89.5%
+328.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -2.0% |
| 7D | +0.4% | -2.7% | +3.1% | +0.8% |
| 30D | -1.8% | +9.5% | -11.3% | -3.5% |
| 3M | +2.6% | -6.6% | +9.3% | +3.3% |
| 6M | +14.6% | -2.9% | +17.4% | +13.5% |
| YTD | +6.2% | +39.5% | -33.3% | -1.7% |
| 1Y | +48.7% | +82.3% | -33.6% | +30.2% |
| 3Y | +168.3% | -29.6% | +197.9% | +165.5% |
| 5Y | +82.8% | +63.2% | +19.6% | +44.4% |
| 10Y | +226.2% | -45.0% | +271.2% | +130.3% |
| All | +238.7% | -89.5% | +328.2% | +253.5% |
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 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