+399.1%
GE vs RGTI
+53.9%
+345.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.6% | +0.8% | -2.7% |
| 7D | -1.2% | +2.5% | -3.7% | -1.4% |
| 30D | -11.3% | -13.7% | +2.4% | -10.7% |
| 3M | -1.4% | -22.6% | +21.2% | -0.5% |
| 6M | +1.2% | -13.4% | +14.6% | +0.8% |
| YTD | +5.9% | -31.2% | +37.1% | +6.3% |
| 1Y | +18.4% | -7.6% | +26.0% | +16.2% |
| 3Y | +271.0% | +669.7% | -398.7% | +199.3% |
| 5Y | +417.9% | +57.0% | +360.9% | +355.9% |
| All | +399.1% | +53.9% | +345.1% | +342.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling