-40.5%
RIG vs GAP
+719.3%
-759.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.3% | -3.0% |
| 7D | +0.9% | -4.5% | +5.3% | +2.1% |
| 30D | +13.8% | +9.0% | +4.8% | +10.7% |
| 3M | -6.4% | +5.0% | -11.4% | -8.6% |
| 6M | -8.2% | -17.8% | +9.6% | -5.5% |
| YTD | +41.6% | -10.4% | +52.0% | +41.9% |
| 1Y | +88.7% | -3.4% | +92.1% | +84.5% |
| 3Y | -30.9% | +111.5% | -142.3% | -49.5% |
| 5Y | +57.7% | +8.8% | +48.9% | +30.0% |
| 10Y | -39.3% | +32.9% | -72.2% | -55.8% |
| All | -40.5% | +719.3% | -759.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling