+45.4%
RIG vs GTLB
-50.1%
+95.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.1% | -1.6% |
| 7D | -3.1% | -5.7% | +2.6% | -2.2% |
| 30D | -0.5% | +15.1% | -15.7% | -2.8% |
| 3M | -6.0% | +65.5% | -71.4% | -13.4% |
| 6M | -10.1% | +102.9% | -113.0% | -20.5% |
| YTD | +37.3% | +25.2% | +12.1% | +30.3% |
| 1Y | +73.9% | -5.5% | +79.5% | +71.6% |
| 3Y | -30.2% | -10.9% | -19.3% | -33.0% |
| All | +45.4% | -50.1% | +95.5% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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