-42.2%
RIG vs GNRC
+448.8%
-491.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.9% | -4.7% | -2.8% |
| 7D | -3.1% | -0.2% | -2.9% | -3.1% |
| 30D | -0.5% | -15.7% | +15.2% | +5.1% |
| 3M | -6.0% | -27.3% | +21.4% | +3.1% |
| 6M | -10.1% | -12.1% | +1.9% | -10.3% |
| YTD | +37.3% | +37.1% | +0.2% | +15.5% |
| 1Y | +73.9% | -0.5% | +74.4% | +62.4% |
| 3Y | -30.2% | +61.5% | -91.7% | -47.6% |
| 5Y | +62.5% | -58.6% | +121.0% | +96.1% |
| All | -42.2% | +448.8% | -491.0% | -85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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