+646.8%
RGTI vs AG
+260.2%
+386.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.3% | +1.1% |
| 7D | -0.1% | -5.8% | +5.7% | +1.8% |
| 30D | -16.2% | +6.4% | -22.6% | -18.4% |
| 3M | -22.0% | +28.4% | -50.4% | -28.9% |
| 6M | -10.8% | -24.5% | +13.7% | -4.4% |
| YTD | -31.6% | +21.2% | -52.7% | -35.9% |
| 1Y | -6.4% | +114.1% | -120.5% | -26.1% |
| All | +646.8% | +260.2% | +386.6% | +335.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 3y: compounded portfolio wealth divided by compounded AG 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…
3y analysis · Full analysis span regression · 6 months rolling