+213.1%
GS vs RGTI
+22.7%
+190.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.4% | +6.8% | +0.8% |
| 7D | +1.6% | +9.6% | -8.0% | +0.9% |
| 30D | +1.7% | -13.4% | +15.1% | +2.3% |
| 3M | -11.6% | -31.2% | +19.6% | -10.0% |
| 6M | -1.9% | -35.9% | +33.9% | -0.5% |
| YTD | +5.1% | -45.1% | +50.2% | +6.8% |
| 1Y | +16.4% | -63.3% | +79.7% | +20.1% |
| 3Y | +199.0% | +1,152.6% | -953.6% | +146.2% |
| 5Y | +157.4% | +16.2% | +141.3% | +119.6% |
| All | +213.1% | +22.7% | +190.4% | +166.9% |
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