+1,710.5%
GS vs RIG
-82.0%
+1,792.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -6.4% | +0.1% | -5.1% |
| 7D | -6.3% | -23.8% | +17.4% | -1.4% |
| 30D | -3.1% | -5.6% | +2.4% | -2.5% |
| 3M | -17.7% | -0.8% | -16.9% | -18.3% |
| 6M | -4.6% | -18.4% | +13.8% | -2.0% |
| YTD | +0.3% | +23.5% | -23.2% | -6.8% |
| 1Y | +11.7% | +30.8% | -19.0% | +2.5% |
| 3Y | +183.6% | -25.4% | +209.0% | +176.1% |
| 5Y | +141.0% | +42.5% | +98.5% | +86.0% |
| 10Y | +507.4% | -47.3% | +554.7% | +309.4% |
| All | +1,710.5% | -82.0% | +1,792.5% | +1,508.8% |
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 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