+317.3%
GLW vs RGTI
+59.7%
+257.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +4.0% | +3.5% | +7.3% |
| 7D | +14.0% | +5.5% | +8.5% | +13.6% |
| 30D | +0.4% | -11.9% | +12.2% | +1.2% |
| 3M | -11.3% | -27.4% | +16.0% | -9.5% |
| 6M | +35.1% | -7.1% | +42.1% | +35.5% |
| YTD | +90.5% | -28.6% | +119.2% | +93.0% |
| 1Y | +132.0% | +4.4% | +127.7% | +129.5% |
| 3Y | +463.3% | +698.5% | -235.2% | +365.3% |
| 5Y | +382.5% | +64.2% | +318.3% | +319.6% |
| All | +317.3% | +59.7% | +257.6% | +258.8% |
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