+137.3%
GLD vs RGTI
+53.1%
+84.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.7% |
| 7D | -3.4% | -0.1% | -3.2% | -3.4% |
| 30D | -1.1% | -16.2% | +15.0% | -1.0% |
| 3M | +5.8% | -22.0% | +27.9% | +6.0% |
| 6M | -17.1% | -10.8% | -6.3% | -17.1% |
| YTD | 0.0% | -31.6% | +31.6% | +0.1% |
| 1Y | +18.2% | -6.4% | +24.6% | +18.1% |
| 3Y | +122.6% | +665.7% | -543.1% | +118.6% |
| 5Y | +137.1% | +55.6% | +81.4% | +136.9% |
| All | +137.3% | +53.1% | +84.2% | +137.3% |
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 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