+37.3%
GS vs RGTI
-0.1%
+37.4%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.6% | +2.9% | -0.3% |
| 7D | +2.4% | +2.5% | -0.1% | +2.1% |
| 30D | -0.1% | -13.7% | +13.6% | +1.5% |
| 3M | +0.2% | -22.6% | +22.8% | +2.1% |
| 6M | +24.8% | -13.4% | +38.2% | +24.1% |
| YTD | +18.8% | -31.2% | +49.9% | +19.0% |
| 1Y | +37.3% | -7.6% | +45.0% | +40.0% |
| All | +37.3% | -0.1% | +37.4% | +40.0% |
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 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