+56.8%
RGTI vs AG
+63.6%
-6.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.7% | +1.7% |
| 7D | +0.5% | -6.7% | +7.2% | +2.6% |
| 30D | -17.1% | +2.2% | -19.3% | -18.2% |
| 3M | -26.0% | +15.7% | -41.7% | -30.0% |
| 6M | -9.9% | -23.8% | +13.9% | -3.4% |
| YTD | -31.1% | +17.6% | -48.7% | -35.2% |
| 1Y | -8.5% | +88.6% | -97.1% | -26.0% |
| 3Y | +652.2% | +253.4% | +398.8% | +359.2% |
| All | +56.8% | +63.6% | -6.9% | +9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling