+56.8%
RGTI vs GH
+20.8%
+36.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.8% | +1.2% |
| 7D | +0.5% | -2.5% | +3.0% | +1.5% |
| 30D | -17.1% | -4.7% | -12.4% | -15.6% |
| 3M | -26.0% | +20.2% | -46.2% | -32.8% |
| 6M | -9.9% | +78.8% | -88.6% | -31.8% |
| YTD | -31.1% | +54.1% | -85.1% | -44.5% |
| 1Y | -8.5% | +177.1% | -185.6% | -44.6% |
| 3Y | +652.2% | +371.6% | +280.6% | +238.3% |
| All | +56.8% | +20.8% | +36.0% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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