+53.1%
RGTI vs GIS
-29.6%
+82.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | -1.6% |
| 7D | -0.1% | -8.4% | +8.3% | -3.3% |
| 30D | -16.2% | -5.2% | -11.0% | -17.6% |
| 3M | -22.0% | +8.2% | -30.2% | -19.2% |
| 6M | -10.8% | -12.0% | +1.2% | -13.2% |
| YTD | -31.6% | -18.9% | -12.7% | -34.8% |
| 1Y | -6.4% | -23.6% | +17.3% | -11.9% |
| 3Y | +665.7% | -37.6% | +703.3% | +582.9% |
| 5Y | +55.6% | -25.2% | +80.8% | +37.1% |
| All | +53.1% | -29.6% | +82.8% | +35.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling