-47.4%
RIG vs GPC
+1,412.3%
-1,459.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.6% |
| 7D | -12.2% | +0.4% | -12.6% | -12.5% |
| 30D | -6.0% | -1.8% | -4.2% | -5.7% |
| 3M | -9.4% | -6.6% | -2.9% | -6.9% |
| 6M | -19.1% | +21.3% | -40.4% | -30.7% |
| YTD | +25.4% | +4.3% | +21.2% | +16.1% |
| 1Y | +23.3% | +3.3% | +20.1% | +14.6% |
| 3Y | -22.1% | +0.8% | -22.9% | -29.5% |
| 5Y | +50.1% | +7.4% | +42.8% | +28.4% |
| 10Y | -50.7% | +79.2% | -129.9% | -67.9% |
| All | -47.4% | +1,412.3% | -1,459.6% | -84.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling