+632.4%
GEV vs RGTI
+904.6%
-272.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +3.6% |
| 7D | +1.6% | +0.5% | +1.2% | +1.6% |
| 30D | -7.9% | -17.1% | +9.2% | -6.7% |
| 3M | +5.6% | -26.0% | +31.6% | +7.6% |
| 6M | +13.1% | -9.9% | +22.9% | +12.6% |
| YTD | +46.7% | -31.1% | +77.8% | +48.1% |
| 1Y | +51.3% | -8.5% | +59.8% | +49.7% |
| All | +632.4% | +904.6% | -272.2% | +555.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling