+126.1%
GLD vs RGTI
+669.7%
-543.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.6% | +4.5% | +1.0% |
| 7D | +0.1% | +2.5% | -2.3% | +0.1% |
| 30D | +0.2% | -13.7% | +13.9% | +0.4% |
| 3M | +3.2% | -22.6% | +25.8% | +3.5% |
| 6M | -14.6% | -13.4% | -1.2% | -14.6% |
| YTD | +1.8% | -31.2% | +33.0% | +1.8% |
| 1Y | +20.7% | -7.6% | +28.4% | +20.7% |
| All | +126.1% | +669.7% | -543.6% | +121.4% |
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