+654.3%
GS vs RIG
-39.8%
+694.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +2.9% | +0.5% |
| 7D | +0.9% | +0.9% | +0.1% | +0.7% |
| 30D | -1.6% | +13.8% | -15.4% | -3.7% |
| 3M | -4.5% | -6.4% | +1.9% | -3.9% |
| 6M | +20.9% | -8.2% | +29.0% | +21.1% |
| YTD | +19.9% | +41.6% | -21.8% | +11.8% |
| 1Y | +41.4% | +88.7% | -47.3% | +25.2% |
| 3Y | +239.2% | -30.9% | +270.0% | +237.6% |
| 5Y | +185.0% | +57.7% | +127.4% | +132.9% |
| All | +654.3% | -39.8% | +694.0% | +456.7% |
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