-21.2%
RIG vs GD
+54.3%
-75.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.4% | +3.1% |
| 7D | -24.5% | -5.0% | -19.5% | -22.1% |
| 30D | -2.8% | +8.9% | -11.7% | -7.5% |
| 3M | +1.6% | -8.0% | +9.6% | +6.6% |
| 6M | -15.9% | +2.9% | -18.8% | -18.3% |
| YTD | +26.9% | +7.1% | +19.8% | +18.6% |
| 1Y | +34.4% | +5.9% | +28.4% | +26.6% |
| 3Y | -21.2% | +53.9% | -75.1% | -48.1% |
| All | -21.2% | +54.3% | -75.5% | -48.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling