-2.8%
RGTI vs ACWI
+72.9%
-75.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.3% | -6.6% | -6.2% |
| 7D | -18.1% | +2.4% | -20.6% | -22.7% |
| 30D | -17.6% | -1.7% | -16.0% | -13.0% |
| 3M | -48.3% | -3.9% | -44.4% | -41.7% |
| 6M | -47.8% | +0.8% | -48.6% | -45.7% |
| YTD | -56.6% | +11.0% | -67.6% | -62.9% |
| 1Y | -61.8% | +13.1% | -74.9% | -68.6% |
| 3Y | +807.5% | +73.9% | +733.7% | +256.7% |
| 5Y | -8.8% | +59.0% | -67.9% | -62.5% |
| All | -2.8% | +72.9% | -75.8% | -60.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling