+139.3%
GLD vs RGTI
+59.7%
+79.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.0% | -5.7% | -1.8% |
| 7D | +0.7% | +5.5% | -4.7% | +0.7% |
| 30D | +0.3% | -11.9% | +12.2% | +0.4% |
| 3M | +0.6% | -27.4% | +28.0% | +0.9% |
| 6M | -15.6% | -7.1% | -8.5% | -15.7% |
| YTD | +0.9% | -28.6% | +29.5% | +0.9% |
| 1Y | +19.4% | +4.4% | +15.0% | +19.2% |
| 3Y | +124.5% | +698.5% | -574.0% | +120.3% |
| 5Y | +138.9% | +64.2% | +74.8% | +138.4% |
| All | +139.3% | +59.7% | +79.6% | +139.2% |
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