+53.9%
RGTI vs GD
+112.6%
-58.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.5% | -2.9% |
| 7D | +2.5% | -3.1% | +5.6% | +4.5% |
| 30D | -13.7% | -10.9% | -2.7% | -7.3% |
| 3M | -22.6% | +2.5% | -25.1% | -24.3% |
| 6M | -13.4% | -1.7% | -11.7% | -13.2% |
| YTD | -31.2% | +6.1% | -37.3% | -34.2% |
| 1Y | -7.6% | +11.7% | -19.3% | -13.8% |
| 3Y | +669.7% | +71.8% | +597.9% | +454.1% |
| 5Y | +57.0% | +92.2% | -35.2% | +15.8% |
| All | +53.9% | +112.6% | -58.6% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 10y: compounded portfolio wealth divided by compounded GD 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…
10y analysis · Full analysis span regression · 6 months rolling