-41.8%
RIG vs GPC
+88.6%
-130.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.7% | -1.5% |
| 7D | -8.2% | -0.6% | -7.6% | -7.9% |
| 30D | -0.2% | +1.3% | -1.5% | -1.3% |
| 3M | -2.7% | +37.1% | -39.8% | -24.1% |
| 6M | -7.5% | +23.2% | -30.6% | -23.3% |
| YTD | +38.3% | +13.1% | +25.2% | +20.7% |
| 1Y | +81.8% | +0.9% | +81.0% | +72.3% |
| 3Y | -30.2% | -0.8% | -29.4% | -37.7% |
| 5Y | +59.9% | +31.1% | +28.8% | +8.0% |
| All | -41.8% | +88.6% | -130.3% | -67.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling