+53.1%
RGTI vs GWW
+215.9%
-162.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | 0.0% | -0.3% |
| 7D | -0.1% | -3.1% | +3.0% | +1.2% |
| 30D | -16.2% | -2.3% | -13.9% | -15.5% |
| 3M | -22.0% | -3.3% | -18.7% | -21.6% |
| 6M | -10.8% | +15.4% | -26.1% | -18.0% |
| YTD | -31.6% | +26.7% | -58.3% | -39.9% |
| 1Y | -6.4% | +29.0% | -35.3% | -18.6% |
| 3Y | +665.7% | +89.0% | +576.7% | +475.2% |
| 5Y | +55.6% | +221.8% | -166.1% | +4.4% |
| All | +53.1% | +215.9% | -162.8% | +2.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling