+54.2%
RGTI vs GFI
+420.4%
-366.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.9% |
| 7D | +0.5% | -4.9% | +5.3% | +1.2% |
| 30D | -17.1% | +10.7% | -27.8% | -18.2% |
| 3M | -26.0% | +25.6% | -51.6% | -28.3% |
| 6M | -9.9% | -8.3% | -1.6% | -9.8% |
| YTD | -31.1% | +6.3% | -37.4% | -31.2% |
| 1Y | -8.5% | +22.1% | -30.6% | -9.1% |
| 3Y | +652.2% | +289.2% | +363.0% | +644.0% |
| 5Y | +56.8% | +531.7% | -474.9% | +52.3% |
| All | +54.2% | +420.4% | -366.2% | +49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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