+257.3%
GS vs RGTI
+53.5%
+203.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | -0.1% | +0.1% |
| 7D | +0.9% | -2.5% | +3.4% | +1.1% |
| 30D | -1.6% | -9.4% | +7.8% | -1.1% |
| 3M | -4.5% | -37.1% | +32.6% | -2.5% |
| 6M | +20.9% | -14.4% | +35.3% | +20.8% |
| YTD | +19.9% | -31.4% | +51.3% | +20.7% |
| 1Y | +41.4% | +0.5% | +40.9% | +38.8% |
| 3Y | +239.2% | +726.1% | -486.9% | +182.9% |
| 5Y | +185.0% | +56.2% | +128.8% | +135.2% |
| All | +257.3% | +53.5% | +203.8% | +201.6% |
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