+54.2%
RGTI vs GWRE
+35.3%
+18.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.5% |
| 7D | +0.5% | -13.2% | +13.7% | +6.9% |
| 30D | -17.1% | -18.6% | +1.5% | -11.3% |
| 3M | -26.0% | +18.9% | -44.9% | -37.4% |
| 6M | -9.9% | -11.0% | +1.1% | -13.0% |
| YTD | -31.1% | -29.9% | -1.2% | -24.0% |
| 1Y | -8.5% | -44.3% | +35.8% | +16.6% |
| 3Y | +652.2% | +51.7% | +600.5% | +271.1% |
| 5Y | +56.8% | +15.4% | +41.3% | -27.2% |
| All | +54.2% | +35.3% | +18.9% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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