+253.9%
GS vs RGTI
+53.9%
+200.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.6% | +2.9% | -0.6% |
| 7D | +2.4% | +2.5% | -0.1% | +2.3% |
| 30D | -0.1% | -13.7% | +13.6% | +0.7% |
| 3M | +0.2% | -22.6% | +22.8% | +1.2% |
| 6M | +24.8% | -13.4% | +38.2% | +24.6% |
| YTD | +18.8% | -31.2% | +49.9% | +19.5% |
| 1Y | +37.3% | -7.6% | +45.0% | +35.2% |
| 3Y | +237.9% | +669.7% | -431.8% | +182.7% |
| 5Y | +187.0% | +57.0% | +130.0% | +136.3% |
| All | +253.9% | +53.9% | +200.0% | +198.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling