-29.7%
RIG vs GAP
+108.0%
-137.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.6% | +3.7% | +0.1% |
| 7D | -8.2% | -3.2% | -5.0% | -7.6% |
| 30D | -0.2% | -0.7% | +0.5% | -0.4% |
| 3M | -2.7% | -0.5% | -2.3% | -3.3% |
| 6M | -7.5% | -5.0% | -2.5% | -8.2% |
| YTD | +38.3% | -14.7% | +52.9% | +40.3% |
| 1Y | +81.8% | -8.6% | +90.5% | +80.3% |
| All | -29.7% | +108.0% | -137.7% | -40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling