-86.4%
RIG vs GPN
+2,494.6%
-2,581.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | +0.3% |
| 7D | -4.2% | -3.5% | -0.6% | -2.7% |
| 30D | -0.7% | +3.1% | -3.8% | -2.3% |
| 3M | -4.0% | +42.3% | -46.3% | -19.1% |
| 6M | -6.3% | +20.9% | -27.2% | -16.1% |
| YTD | +39.7% | +15.2% | +24.5% | +26.0% |
| 1Y | +78.1% | +5.4% | +72.6% | +66.3% |
| 3Y | -29.5% | -27.4% | -2.1% | -24.1% |
| 5Y | +65.3% | -44.2% | +109.5% | +94.1% |
| 10Y | -41.3% | +27.4% | -68.7% | -47.5% |
| All | -86.4% | +2,494.6% | -2,581.0% | -93.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling