-58.0%
RIG vs GH
+480.1%
-538.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.3% | -1.5% |
| 7D | -2.7% | -2.1% | -0.6% | -2.4% |
| 30D | +9.5% | -4.5% | +14.0% | +10.2% |
| 3M | -6.6% | +28.9% | -35.5% | -11.0% |
| 6M | -2.9% | +76.5% | -79.4% | -13.0% |
| YTD | +39.5% | +57.6% | -18.1% | +27.0% |
| 1Y | +82.3% | +167.5% | -85.3% | +50.0% |
| 3Y | -29.6% | +377.4% | -407.0% | -50.4% |
| 5Y | +63.2% | +23.8% | +39.3% | +35.7% |
| All | -58.0% | +480.1% | -538.2% | -75.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling