+438.8%
GS vs RIG
-46.1%
+484.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.1% | -3.8% | -0.3% |
| 7D | +5.9% | +5.7% | +0.1% | +5.0% |
| 30D | +4.3% | -0.7% | +5.0% | +4.1% |
| 3M | -11.7% | -3.1% | -8.5% | -11.8% |
| 6M | -3.2% | -16.3% | +13.1% | -1.6% |
| YTD | +5.8% | +34.1% | -28.3% | -1.1% |
| 1Y | +16.0% | +38.2% | -22.1% | +7.9% |
| 3Y | +199.8% | -15.3% | +215.0% | +188.2% |
| 5Y | +155.5% | +62.5% | +93.1% | +107.7% |
| All | +438.8% | -46.1% | +484.9% | +298.8% |
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