+188.9%
GS vs RGTI
+64.2%
+124.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.0% | -4.2% | -0.4% |
| 7D | +3.4% | +5.5% | -2.1% | +3.1% |
| 30D | +0.2% | -11.9% | +12.1% | +0.8% |
| 3M | -0.3% | -27.4% | +27.0% | +1.0% |
| 6M | +27.4% | -7.1% | +34.4% | +26.7% |
| YTD | +19.6% | -28.6% | +48.3% | +20.2% |
| 1Y | +42.5% | +4.4% | +38.1% | +39.5% |
| 3Y | +240.4% | +698.5% | -458.0% | +184.3% |
| 5Y | +188.9% | +64.2% | +124.7% | +132.3% |
| All | +188.9% | +64.2% | +124.7% | +132.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling