+53.6%
RGTI vs FGI
-69.1%
+122.7%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.4% | -6.0% | -3.7% |
| 7D | +2.5% | +14.7% | -12.2% | +1.7% |
| 30D | -13.7% | +67.0% | -80.6% | -19.2% |
| 3M | -22.6% | +31.0% | -53.6% | -26.7% |
| 6M | -13.4% | +126.8% | -140.2% | -25.5% |
| YTD | -31.2% | +35.6% | -66.8% | -38.1% |
| 1Y | -7.6% | +108.9% | -116.6% | -26.2% |
| 3Y | +669.7% | -0.3% | +670.0% | +519.3% |
| All | +53.6% | -69.1% | +122.7% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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