+54.2%
RGTI vs GPN
-56.7%
+110.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +0.5% | -4.3% | +4.8% | +3.2% |
| 30D | -17.1% | 0.0% | -17.1% | -17.5% |
| 3M | -26.0% | +35.8% | -61.8% | -41.9% |
| 6M | -9.9% | +22.0% | -31.9% | -23.1% |
| YTD | -31.1% | +15.2% | -46.3% | -40.0% |
| 1Y | -8.5% | +3.5% | -12.0% | -14.5% |
| 3Y | +652.2% | -26.9% | +679.2% | +786.7% |
| 5Y | +56.8% | -44.2% | +101.0% | +75.9% |
| All | +54.2% | -56.7% | +110.9% | +73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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