+0.5%
RGTI vs GIS
-18.7%
+19.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | -1.4% |
| 7D | -2.5% | -7.8% | +5.3% | -7.4% |
| 30D | -9.4% | +6.6% | -16.0% | -5.4% |
| 3M | -37.1% | +21.0% | -58.1% | -27.9% |
| 6M | -14.4% | -9.1% | -5.3% | -19.3% |
| YTD | -31.4% | -13.6% | -17.8% | -37.4% |
| 1Y | +0.5% | -18.0% | +18.5% | -12.1% |
| All | +0.5% | -18.7% | +19.2% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 1y: compounded portfolio wealth divided by compounded GIS 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…
1y analysis · Full analysis span regression · 6 months rolling