+54.7%
RGTI vs GTLB
-50.1%
+104.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.0% |
| 7D | +0.5% | -5.7% | +6.2% | +2.5% |
| 30D | -17.1% | +15.1% | -32.2% | -22.0% |
| 3M | -26.0% | +65.5% | -91.4% | -39.8% |
| 6M | -9.9% | +102.9% | -112.8% | -34.0% |
| YTD | -31.1% | +25.2% | -56.3% | -39.3% |
| 1Y | -8.5% | -5.5% | -3.0% | -12.1% |
| 3Y | +652.2% | -10.9% | +663.1% | +611.8% |
| All | +54.7% | -50.1% | +104.9% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 10y: compounded portfolio wealth divided by compounded GTLB 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…
10y analysis · Full analysis span regression · 6 months rolling