+652.2%
RGTI vs GTLB
-10.9%
+663.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.0% |
| 7D | +0.5% | -5.7% | +6.2% | +2.8% |
| 30D | -17.1% | +15.1% | -32.2% | -22.8% |
| 3M | -26.0% | +65.5% | -91.4% | -41.9% |
| 6M | -9.9% | +102.9% | -112.8% | -37.9% |
| YTD | -31.1% | +25.2% | -56.3% | -40.1% |
| 1Y | -8.5% | -5.5% | -3.0% | -10.9% |
| 3Y | +652.2% | -10.9% | +663.1% | +582.7% |
| All | +652.2% | -10.9% | +663.1% | +582.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling