-61.8%
RGTI vs GD
+5.9%
-67.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.1% | -7.0% | -6.9% |
| 7D | -18.1% | +2.7% | -20.8% | -19.2% |
| 30D | -17.6% | +8.6% | -26.2% | -21.5% |
| 3M | -48.3% | -7.1% | -41.3% | -45.5% |
| 6M | -47.8% | +7.5% | -55.2% | -51.2% |
| YTD | -56.6% | +9.9% | -66.5% | -62.3% |
| 1Y | -61.8% | +7.6% | -69.4% | -64.8% |
| All | -61.8% | +5.9% | -67.7% | -64.8% |
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