+137.7%
GLD vs RGTI
+56.8%
+81.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.6% |
| 7D | -2.0% | +0.5% | -2.4% | -2.0% |
| 30D | -1.5% | -17.1% | +15.6% | -1.3% |
| 3M | +3.2% | -26.0% | +29.2% | +3.5% |
| 6M | -16.3% | -9.9% | -6.4% | -16.3% |
| YTD | +0.6% | -31.1% | +31.7% | +0.7% |
| 1Y | +19.1% | -8.5% | +27.6% | +19.0% |
| 3Y | +123.5% | +652.2% | -528.7% | +119.6% |
| All | +137.7% | +56.8% | +81.0% | +139.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling