+53.6%
RGTI vs GTLB
-49.8%
+103.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -1.3% |
| 7D | -0.1% | -4.1% | +3.9% | +1.3% |
| 30D | -16.2% | +12.3% | -28.5% | -20.4% |
| 3M | -22.0% | +65.9% | -87.9% | -36.7% |
| 6M | -10.8% | +104.0% | -114.7% | -34.7% |
| YTD | -31.6% | +26.0% | -57.6% | -39.9% |
| 1Y | -6.4% | -3.5% | -2.9% | -10.8% |
| 3Y | +665.7% | -9.6% | +675.3% | +621.0% |
| All | +53.6% | -49.8% | +103.4% | +39.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling