-64.6%
RGTI vs GD
+7.0%
-71.6%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.1% | -8.5% | -8.5% |
| 7D | -0.9% | +0.6% | -1.5% | -1.2% |
| 30D | -16.2% | +9.5% | -25.6% | -20.8% |
| 3M | -38.6% | -5.8% | -32.7% | -35.6% |
| 6M | -45.8% | +7.7% | -53.6% | -49.6% |
| YTD | -49.8% | +11.1% | -60.9% | -58.0% |
| 1Y | -64.6% | +6.1% | -70.7% | -66.0% |
| All | -64.6% | +7.0% | -71.6% | -66.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling