-41.2%
RIG vs GPC
+87.0%
-128.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.8% | +1.6% |
| 7D | -4.2% | -1.8% | -2.4% | -3.1% |
| 30D | -0.7% | +0.1% | -0.8% | -1.0% |
| 3M | -4.0% | +37.4% | -41.4% | -25.2% |
| 6M | -6.3% | +25.4% | -31.8% | -23.4% |
| YTD | +39.7% | +12.2% | +27.5% | +22.6% |
| 1Y | +78.1% | -0.3% | +78.4% | +70.1% |
| 3Y | -29.5% | -1.6% | -27.9% | -36.8% |
| 5Y | +65.3% | +31.0% | +34.4% | +11.5% |
| All | -41.2% | +87.0% | -128.2% | -67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded GPC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling