-49.6%
RIG vs GD
+185.2%
-234.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.3% | -3.6% | -3.8% |
| 7D | -17.0% | -3.0% | -14.0% | -14.1% |
| 30D | -6.2% | +9.3% | -15.5% | -15.0% |
| 3M | -1.7% | -7.2% | +5.5% | +5.7% |
| 6M | -19.2% | +5.5% | -24.7% | -25.5% |
| YTD | +25.2% | +9.5% | +15.7% | +8.5% |
| 1Y | +29.9% | +6.4% | +23.5% | +16.1% |
| 3Y | -21.3% | +59.8% | -81.2% | -57.7% |
| 5Y | +40.5% | +98.0% | -57.5% | -41.8% |
| 10Y | -49.6% | +177.4% | -226.9% | -81.3% |
| All | -49.6% | +185.2% | -234.7% | -81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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