-68.1%
RGTI vs GAP
+10.4%
-78.6%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +8.0% | -6.9% | -0.9% |
| 7D | -9.6% | +8.0% | -17.6% | -11.4% |
| 30D | -26.0% | +2.7% | -28.7% | -26.5% |
| 3M | -35.8% | +16.0% | -51.8% | -38.8% |
| 6M | -36.7% | +2.0% | -38.7% | -37.3% |
| YTD | -49.4% | -4.4% | -45.0% | -48.4% |
| 1Y | -68.1% | +9.2% | -77.3% | -69.5% |
| All | -68.1% | +10.4% | -78.6% | -69.5% |
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