-30.2%
RIG vs GPN
-27.4%
-2.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -3.1% | -4.3% | +1.2% | -1.9% |
| 30D | -0.5% | 0.0% | -0.5% | -0.7% |
| 3M | -6.0% | +35.8% | -41.8% | -15.9% |
| 6M | -10.1% | +22.0% | -32.1% | -17.1% |
| YTD | +37.3% | +15.2% | +22.1% | +28.2% |
| 1Y | +73.9% | +3.5% | +70.4% | +69.9% |
| 3Y | -30.2% | -26.9% | -3.2% | -26.2% |
| All | -30.2% | -27.4% | -2.8% | -26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling