+31.0%
GM vs RGTI
-72.9%
+103.9%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -12.1% | +8.8% | -2.3% |
| 7D | +4.2% | -18.3% | +22.5% | +6.0% |
| 30D | +8.9% | -35.1% | +44.0% | +12.8% |
| 3M | +0.4% | -41.3% | +41.7% | +4.6% |
| 6M | +17.8% | -46.1% | +63.9% | +21.8% |
| YTD | +10.6% | -55.5% | +66.1% | +13.8% |
| 1Y | +31.0% | -73.6% | +104.6% | +37.3% |
| All | +31.0% | -72.9% | +103.9% | +37.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling