-91.6%
RIG vs GNRC
+2,020.8%
-2,112.4%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.6% | +3.6% | +1.8% |
| 7D | -4.2% | -0.7% | -3.4% | -4.0% |
| 30D | -0.7% | -15.8% | +15.2% | +4.3% |
| 3M | -4.0% | -24.0% | +20.0% | +2.6% |
| 6M | -6.3% | -13.8% | +7.5% | -5.7% |
| YTD | +39.7% | +33.2% | +6.5% | +21.9% |
| 1Y | +78.1% | -1.8% | +79.9% | +69.3% |
| 3Y | -29.5% | +57.7% | -87.2% | -43.9% |
| 5Y | +65.3% | -59.7% | +125.1% | +87.2% |
| 10Y | -41.3% | +430.7% | -472.0% | -72.3% |
| All | -91.6% | +2,020.8% | -2,112.4% | -97.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling