-30.2%
RIG vs GTLB
-10.9%
-19.3%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.1% | -1.6% |
| 7D | -3.1% | -5.7% | +2.6% | -2.3% |
| 30D | -0.5% | +15.1% | -15.7% | -2.7% |
| 3M | -6.0% | +65.5% | -71.4% | -13.0% |
| 6M | -10.1% | +102.9% | -113.0% | -20.3% |
| YTD | +37.3% | +25.2% | +12.1% | +31.3% |
| 1Y | +73.9% | -5.5% | +79.5% | +74.0% |
| 3Y | -30.2% | -10.9% | -19.3% | -31.9% |
| All | -30.2% | -10.9% | -19.3% | -31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling