-42.2%
RIG vs GWRE
+131.0%
-173.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.9% |
| 7D | -3.1% | -13.2% | +10.2% | +1.0% |
| 30D | -0.5% | -18.6% | +18.1% | +4.3% |
| 3M | -6.0% | +18.9% | -24.9% | -14.3% |
| 6M | -10.1% | -11.0% | +0.8% | -11.4% |
| YTD | +37.3% | -29.9% | +67.2% | +45.9% |
| 1Y | +73.9% | -44.3% | +118.3% | +101.0% |
| 3Y | -30.2% | +51.7% | -81.8% | -50.3% |
| 5Y | +62.5% | +15.4% | +47.0% | +26.6% |
| All | -42.2% | +131.0% | -173.2% | -62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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