-28.9%
RIG vs GFS
-21.4%
-7.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.0% | +1.0% |
| 7D | -4.2% | +3.2% | -7.4% | -4.9% |
| 30D | -0.7% | -9.6% | +8.9% | +1.6% |
| 3M | -4.0% | -38.5% | +34.5% | +7.2% |
| 6M | -6.3% | -1.3% | -5.0% | -14.4% |
| YTD | +39.7% | +31.8% | +7.9% | +12.9% |
| 1Y | +78.1% | +44.6% | +33.5% | +38.0% |
| All | -28.9% | -21.4% | -7.5% | -33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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