+2,064.0%
GS vs RIG
-79.4%
+2,143.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +2.9% | +0.6% |
| 7D | +0.9% | +0.9% | +0.1% | +0.7% |
| 30D | -1.6% | +13.8% | -15.4% | -4.3% |
| 3M | -4.5% | -6.4% | +1.9% | -3.7% |
| 6M | +20.9% | -8.2% | +29.0% | +21.2% |
| YTD | +19.9% | +41.6% | -21.8% | +9.2% |
| 1Y | +41.4% | +88.7% | -47.3% | +20.2% |
| 3Y | +239.2% | -30.9% | +270.0% | +237.3% |
| 5Y | +185.0% | +57.7% | +127.4% | +115.7% |
| 10Y | +655.0% | -39.3% | +694.2% | +393.4% |
| All | +2,064.0% | -79.4% | +2,143.4% | +1,783.3% |
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