+56.8%
RGTI vs BG
+81.8%
-25.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.5% | +1.1% |
| 7D | +0.5% | +3.1% | -2.7% | -0.3% |
| 30D | -17.1% | +10.2% | -27.3% | -19.3% |
| 3M | -26.0% | -1.7% | -24.3% | -25.9% |
| 6M | -9.9% | +1.0% | -10.8% | -10.9% |
| YTD | -31.1% | +39.9% | -71.0% | -38.1% |
| 1Y | -8.5% | +53.2% | -61.7% | -20.9% |
| 3Y | +652.2% | +16.3% | +635.9% | +613.2% |
| All | +56.8% | +81.8% | -25.0% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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