+47.7%
RIG vs GTLB
-50.0%
+97.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.4% | +3.8% | -0.7% |
| 7D | -2.7% | +4.6% | -7.3% | -3.4% |
| 30D | +9.5% | +21.0% | -11.5% | +6.3% |
| 3M | -6.6% | +51.7% | -58.4% | -12.9% |
| 6M | -2.9% | +89.3% | -92.1% | -13.1% |
| YTD | +39.5% | +25.6% | +13.8% | +32.3% |
| 1Y | +82.3% | -1.5% | +83.8% | +78.6% |
| 3Y | -29.6% | -9.9% | -19.7% | -32.5% |
| All | +47.7% | -50.0% | +97.7% | +37.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling