+25.5%
RIG vs GD
+7.0%
+18.5%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.5% |
| 7D | -2.6% | +0.6% | -3.2% | -2.7% |
| 30D | -5.2% | +9.5% | -14.6% | -7.1% |
| 3M | -8.6% | -5.8% | -2.8% | -7.2% |
| 6M | -18.9% | +7.7% | -26.7% | -21.0% |
| YTD | +28.6% | +11.1% | +17.5% | +22.4% |
| 1Y | +25.5% | +6.1% | +19.4% | +21.1% |
| All | +25.5% | +7.0% | +18.5% | +21.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling