+53.5%
RGTI vs GD
+116.6%
-63.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +1.2% |
| 7D | -2.5% | -5.3% | +2.8% | +0.8% |
| 30D | -9.4% | -6.4% | -3.0% | -5.7% |
| 3M | -37.1% | +5.7% | -42.8% | -39.9% |
| 6M | -14.4% | -0.9% | -13.5% | -14.5% |
| YTD | -31.4% | +8.2% | -39.5% | -35.1% |
| 1Y | +0.5% | +13.4% | -12.9% | -7.1% |
| 3Y | +726.1% | +68.5% | +657.6% | +502.0% |
| 5Y | +56.2% | +97.2% | -40.9% | +13.9% |
| All | +53.5% | +116.6% | -63.1% | +11.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling