+37.7%
F vs RGTI
-2.8%
+40.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.9% | +7.0% | +0.4% |
| 7D | -3.1% | -18.1% | +15.0% | -2.1% |
| 30D | 0.0% | -17.6% | +17.7% | +0.8% |
| 3M | -13.2% | -48.3% | +35.1% | -10.5% |
| 6M | -10.2% | -47.8% | +37.6% | -8.0% |
| YTD | -4.9% | -56.6% | +51.6% | -2.3% |
| 1Y | -6.1% | -61.8% | +55.7% | -3.2% |
| 3Y | +46.0% | +807.5% | -761.6% | +10.8% |
| 5Y | -15.7% | -8.8% | -6.9% | -27.0% |
| All | +37.7% | -2.8% | +40.5% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 RGTI 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