+112.8%
GLD vs RGTI
-2.8%
+115.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.9% | +7.0% | +0.3% |
| 7D | -4.6% | -18.1% | +13.5% | -4.3% |
| 30D | -5.5% | -17.6% | +12.2% | -5.3% |
| 3M | -10.9% | -48.3% | +37.4% | -10.2% |
| 6M | -17.4% | -47.8% | +30.3% | -16.9% |
| YTD | -10.3% | -56.6% | +46.3% | -9.8% |
| 1Y | -7.2% | -61.8% | +54.7% | -6.6% |
| 3Y | +96.9% | +807.5% | -710.6% | +94.0% |
| 5Y | +103.8% | -8.8% | +112.6% | +106.0% |
| All | +112.8% | -2.8% | +115.6% | +113.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling