-42.2%
RIG vs GPN
+28.5%
-70.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -3.1% | -4.3% | +1.2% | -0.8% |
| 30D | -0.5% | 0.0% | -0.5% | -0.9% |
| 3M | -6.0% | +35.8% | -41.8% | -22.4% |
| 6M | -10.1% | +22.0% | -32.1% | -22.4% |
| YTD | +37.3% | +15.2% | +22.1% | +20.1% |
| 1Y | +73.9% | +3.5% | +70.4% | +61.1% |
| 3Y | -30.2% | -26.9% | -3.2% | -23.1% |
| 5Y | +62.5% | -44.2% | +106.7% | +104.7% |
| All | -42.2% | +28.5% | -70.7% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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