+197.7%
GS vs RGTI
+1,144.9%
-947.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.4% | +6.8% | +0.8% |
| 7D | +1.6% | +9.6% | -8.0% | +0.8% |
| 30D | +1.7% | -13.4% | +15.1% | +2.3% |
| 3M | -11.6% | -31.2% | +19.6% | -9.8% |
| 6M | -1.9% | -35.9% | +33.9% | -0.3% |
| YTD | +5.1% | -45.1% | +50.2% | +7.0% |
| 1Y | +16.4% | -63.3% | +79.7% | +20.3% |
| All | +197.7% | +1,144.9% | -947.2% | +143.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling