+53.1%
RGTI vs ACWI
+75.9%
-22.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | +1.6% |
| 7D | -0.1% | -1.9% | +1.8% | +4.8% |
| 30D | -16.2% | -1.3% | -14.9% | -13.1% |
| 3M | -22.0% | +5.0% | -27.0% | -29.0% |
| 6M | -10.8% | +11.7% | -22.5% | -27.3% |
| YTD | -31.6% | +13.0% | -44.5% | -44.9% |
| 1Y | -6.4% | +19.2% | -25.6% | -32.4% |
| 3Y | +665.7% | +75.0% | +590.6% | +191.5% |
| 5Y | +55.6% | +67.1% | -11.4% | -39.7% |
| All | +53.1% | +75.9% | -22.8% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling