-58.7%
RIG vs GH
+467.1%
-525.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.6% |
| 7D | -3.1% | -2.5% | -0.6% | -2.7% |
| 30D | -0.5% | -4.7% | +4.2% | +0.2% |
| 3M | -6.0% | +20.2% | -26.2% | -9.3% |
| 6M | -10.1% | +78.8% | -88.9% | -19.7% |
| YTD | +37.3% | +54.1% | -16.8% | +25.4% |
| 1Y | +73.9% | +177.1% | -103.2% | +42.3% |
| 3Y | -30.2% | +371.6% | -401.8% | -50.7% |
| 5Y | +62.5% | +21.9% | +40.5% | +35.4% |
| All | -58.7% | +467.1% | -525.8% | -76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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