+410.1%
GE vs RGTI
+55.6%
+354.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.4% |
| 7D | -2.8% | -0.1% | -2.7% | -2.8% |
| 30D | -11.9% | -16.2% | +4.3% | -11.2% |
| 3M | +1.8% | -22.0% | +23.9% | +2.7% |
| 6M | -0.6% | -10.8% | +10.2% | -1.1% |
| YTD | +5.5% | -31.6% | +37.1% | +5.9% |
| 1Y | +15.0% | -6.4% | +21.3% | +12.8% |
| 3Y | +269.5% | +665.7% | -396.1% | +198.3% |
| All | +410.1% | +55.6% | +354.5% | +369.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling