+56.8%
RGTI vs GIS
-25.1%
+81.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.6% |
| 7D | +0.5% | -6.4% | +6.8% | -2.0% |
| 30D | -17.1% | -6.1% | -11.0% | -18.8% |
| 3M | -26.0% | +7.8% | -33.8% | -23.3% |
| 6M | -9.9% | -8.8% | -1.1% | -11.3% |
| YTD | -31.1% | -19.1% | -11.9% | -34.6% |
| 1Y | -8.5% | -24.8% | +16.2% | -14.6% |
| 3Y | +652.2% | -37.6% | +689.8% | +565.8% |
| All | +56.8% | -25.1% | +81.8% | +35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling