+53.1%
RGTI vs CG
+28.1%
+25.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.8% | +1.5% |
| 7D | -0.1% | -9.8% | +9.7% | +8.8% |
| 30D | -16.2% | -10.3% | -5.9% | -8.5% |
| 3M | -22.0% | -1.7% | -20.4% | -21.7% |
| 6M | -10.8% | -9.8% | -1.0% | -3.0% |
| YTD | -31.6% | -25.6% | -6.0% | -12.5% |
| 1Y | -6.4% | -32.5% | +26.2% | +29.9% |
| 3Y | +665.7% | +45.6% | +620.0% | +497.6% |
| 5Y | +55.6% | +3.7% | +52.0% | +34.5% |
| All | +53.1% | +28.1% | +25.0% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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