+57.7%
GM vs RGTI
+54.2%
+3.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.6% |
| 7D | -2.4% | +0.5% | -2.9% | -2.5% |
| 30D | -1.1% | -17.1% | +16.0% | -0.2% |
| 3M | +6.1% | -26.0% | +32.1% | +7.5% |
| 6M | +15.0% | -9.9% | +24.8% | +14.3% |
| YTD | +6.0% | -31.1% | +37.0% | +6.5% |
| 1Y | +47.1% | -8.5% | +55.6% | +43.1% |
| 3Y | +170.5% | +652.2% | -481.7% | +106.6% |
| 5Y | +80.5% | +56.8% | +23.7% | +45.4% |
| All | +57.7% | +54.2% | +3.4% | +28.0% |
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