+57.0%
RGTI vs GD
+91.1%
-34.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.5% | -2.9% |
| 7D | +2.5% | -3.1% | +5.6% | +4.6% |
| 30D | -13.7% | -10.9% | -2.7% | -7.0% |
| 3M | -22.6% | +2.5% | -25.1% | -24.4% |
| 6M | -13.4% | -1.7% | -11.7% | -13.2% |
| YTD | -31.2% | +6.1% | -37.3% | -34.3% |
| 1Y | -7.6% | +11.7% | -19.3% | -14.2% |
| 3Y | +669.7% | +71.8% | +597.9% | +438.7% |
| 5Y | +57.0% | +92.2% | -35.2% | +11.9% |
| All | +57.0% | +91.1% | -34.0% | +11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling