+478.5%
GS vs RIG
-46.5%
+525.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.3% | +6.0% | +4.9% |
| 7D | +0.8% | -17.0% | +17.8% | +3.6% |
| 30D | +1.2% | -6.2% | +7.4% | +1.8% |
| 3M | -12.4% | -1.7% | -10.7% | -12.8% |
| 6M | -2.3% | -19.2% | +16.9% | -0.2% |
| YTD | +4.6% | +25.2% | -20.6% | -1.2% |
| 1Y | +17.5% | +29.9% | -12.4% | +10.2% |
| 3Y | +202.0% | -21.3% | +223.3% | +193.6% |
| 5Y | +152.4% | +40.5% | +111.9% | +109.6% |
| 10Y | +478.5% | -49.6% | +528.1% | +332.6% |
| All | +478.5% | -46.5% | +525.0% | +332.6% |
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 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