-42.2%
RIG vs GFI
+1,066.8%
-1,109.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.5% | -1.6% |
| 7D | -3.1% | -4.9% | +1.8% | -2.7% |
| 30D | -0.5% | +10.7% | -11.3% | -1.5% |
| 3M | -6.0% | +25.6% | -31.6% | -8.1% |
| 6M | -10.1% | -8.3% | -1.9% | -10.3% |
| YTD | +37.3% | +6.3% | +31.0% | +35.1% |
| 1Y | +73.9% | +22.1% | +51.8% | +68.8% |
| 3Y | -30.2% | +289.2% | -319.4% | -38.7% |
| 5Y | +62.5% | +531.7% | -469.2% | +39.9% |
| All | -42.2% | +1,066.8% | -1,109.0% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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