-42.2%
RIG vs GAP
+31.2%
-73.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.9% | -4.6% | -2.8% |
| 7D | -3.1% | -4.1% | +1.0% | -1.6% |
| 30D | -0.5% | +6.2% | -6.7% | -3.6% |
| 3M | -6.0% | -0.7% | -5.3% | -7.1% |
| 6M | -10.1% | -7.1% | -3.0% | -10.9% |
| YTD | +37.3% | -14.1% | +51.4% | +39.3% |
| 1Y | +73.9% | -8.5% | +82.4% | +70.9% |
| 3Y | -30.2% | +115.4% | -145.5% | -58.3% |
| 5Y | +62.5% | +9.8% | +52.6% | +17.9% |
| All | -42.2% | +31.2% | -73.4% | -67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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