+0.5%
RGTI vs GAP
+1.5%
-1.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | -2.5% | -4.5% | +2.0% | -1.5% |
| 30D | -9.4% | +9.0% | -18.5% | -12.0% |
| 3M | -37.1% | +5.0% | -42.1% | -38.1% |
| 6M | -14.4% | -17.8% | +3.4% | -11.3% |
| YTD | -31.4% | -10.4% | -21.0% | -28.9% |
| 1Y | +0.5% | -3.4% | +3.9% | -12.5% |
| All | +0.5% | +1.5% | -1.0% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 1y: compounded portfolio wealth divided by compounded GAP 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…
1y analysis · Full analysis span regression · 6 months rolling