+47.9%
RIG vs GTLB
-49.8%
+97.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | +0.7% |
| 7D | -4.2% | -4.1% | -0.1% | -3.6% |
| 30D | -0.7% | +12.3% | -13.0% | -2.6% |
| 3M | -4.0% | +65.9% | -69.9% | -11.6% |
| 6M | -6.3% | +104.0% | -110.3% | -17.2% |
| YTD | +39.7% | +26.0% | +13.7% | +32.4% |
| 1Y | +78.1% | -3.5% | +81.6% | +75.1% |
| 3Y | -29.5% | -9.6% | -19.8% | -32.5% |
| All | +47.9% | -49.8% | +97.8% | +37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling