+51.3%
GEV vs RGTI
-5.4%
+56.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +3.5% |
| 7D | +1.6% | +0.5% | +1.2% | +1.6% |
| 30D | -7.9% | -17.1% | +9.2% | -5.4% |
| 3M | +5.6% | -26.0% | +31.6% | +9.3% |
| 6M | +13.1% | -9.9% | +22.9% | +11.4% |
| YTD | +46.7% | -31.1% | +77.8% | +48.3% |
| 1Y | +51.3% | -8.5% | +59.8% | +71.6% |
| All | +51.3% | -5.4% | +56.7% | +71.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling