-40.5%
RIG vs GD
+8,449.7%
-8,490.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.8% | -1.1% | -1.8% |
| 7D | +0.9% | -5.3% | +6.1% | +3.9% |
| 30D | +13.8% | -6.4% | +20.2% | +17.9% |
| 3M | -6.4% | +5.7% | -12.1% | -9.9% |
| 6M | -8.2% | -0.9% | -7.2% | -8.6% |
| YTD | +41.6% | +8.2% | +33.5% | +33.8% |
| 1Y | +88.7% | +13.4% | +75.3% | +73.4% |
| 3Y | -30.9% | +68.5% | -99.3% | -49.2% |
| 5Y | +57.7% | +97.2% | -39.5% | +9.1% |
| 10Y | -39.3% | +190.2% | -229.4% | -62.3% |
| All | -40.5% | +8,449.7% | -8,490.2% | -80.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling