+22.7%
RGTI vs GD
+122.5%
-99.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.5% | -7.9% | -7.3% |
| 7D | +9.6% | -1.9% | +11.5% | +10.9% |
| 30D | -13.4% | +10.9% | -24.3% | -19.0% |
| 3M | -31.2% | -6.8% | -24.4% | -28.5% |
| 6M | -35.9% | +7.0% | -42.9% | -39.3% |
| YTD | -45.1% | +11.1% | -56.3% | -49.2% |
| 1Y | -63.3% | +7.0% | -70.3% | -65.0% |
| 3Y | +1,152.6% | +59.9% | +1,092.7% | +845.2% |
| 5Y | +16.2% | +102.5% | -86.3% | -17.0% |
| All | +22.7% | +122.5% | -99.8% | -12.6% |
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