+56.2%
RIG vs FGI
-68.3%
+124.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.9% | -3.4% | +2.4% |
| 7D | -2.6% | +6.9% | -9.4% | -2.7% |
| 30D | -5.2% | +3.9% | -9.1% | -5.3% |
| 3M | -8.6% | +74.3% | -82.9% | -11.1% |
| 6M | -18.9% | +28.9% | -47.9% | -20.7% |
| YTD | +28.6% | +39.1% | -10.6% | +22.7% |
| 1Y | +25.5% | +49.3% | -23.8% | +18.2% |
| 3Y | -20.2% | +5.7% | -25.9% | -28.0% |
| All | +56.2% | -68.3% | +124.5% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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