+54.2%
RGTI vs GWW
+218.0%
-163.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | +0.1% | +0.4% |
| 7D | +0.5% | -3.4% | +3.8% | +1.9% |
| 30D | -17.1% | -1.9% | -15.2% | -16.5% |
| 3M | -26.0% | -2.4% | -23.6% | -25.8% |
| 6M | -9.9% | +15.7% | -25.6% | -17.2% |
| YTD | -31.1% | +27.6% | -58.7% | -39.6% |
| 1Y | -8.5% | +27.2% | -35.7% | -19.9% |
| 3Y | +652.2% | +89.7% | +562.5% | +464.1% |
| 5Y | +56.8% | +223.9% | -167.1% | +4.9% |
| All | +54.2% | +218.0% | -163.8% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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