+652.2%
RGTI vs AGI
+206.1%
+446.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.5% |
| 7D | +0.5% | -2.7% | +3.2% | +1.4% |
| 30D | -17.1% | +7.2% | -24.3% | -19.4% |
| 3M | -26.0% | +4.3% | -30.2% | -27.8% |
| 6M | -9.9% | -27.1% | +17.2% | -0.8% |
| YTD | -31.1% | -6.6% | -24.5% | -29.1% |
| 1Y | -8.5% | +9.5% | -18.0% | -9.1% |
| 3Y | +652.2% | +208.4% | +443.8% | +430.3% |
| All | +652.2% | +206.1% | +446.1% | +430.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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