-79.9%
FIG vs RGTI
+4.0%
-83.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.7% | +4.1% | +4.7% |
| 7D | -3.8% | +0.5% | -4.3% | -3.9% |
| 30D | -2.3% | -17.1% | +14.8% | -0.8% |
| 3M | +20.0% | -26.0% | +45.9% | +22.9% |
| 6M | -16.7% | -9.9% | -6.8% | -18.3% |
| YTD | -37.9% | -31.1% | -6.9% | -37.5% |
| 1Y | -58.5% | -8.5% | -50.0% | -47.4% |
| All | -79.9% | +4.0% | -83.9% | -71.7% |
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