-46.1%
RIG vs GD
+190.6%
-236.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.4% | +3.4% |
| 7D | -24.5% | -5.0% | -19.5% | -20.1% |
| 30D | -2.8% | +8.9% | -11.7% | -11.5% |
| 3M | +1.6% | -8.0% | +9.6% | +10.4% |
| 6M | -15.9% | +2.9% | -18.8% | -20.3% |
| YTD | +26.9% | +7.1% | +19.8% | +12.8% |
| 1Y | +34.4% | +5.9% | +28.4% | +20.7% |
| 3Y | -21.2% | +53.9% | -75.1% | -55.6% |
| 5Y | +46.4% | +95.4% | -49.0% | -38.3% |
| All | -46.1% | +190.6% | -236.7% | -80.5% |
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