+53.1%
RGTI vs IAU
+139.2%
-86.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.4% |
| 7D | -0.1% | -3.4% | +3.2% | +1.7% |
| 30D | -16.2% | -1.1% | -15.1% | -15.6% |
| 3M | -22.0% | +5.8% | -27.9% | -24.1% |
| 6M | -10.8% | -16.9% | +6.2% | -2.3% |
| YTD | -31.6% | +0.1% | -31.7% | -29.2% |
| 1Y | -6.4% | +18.4% | -24.8% | -7.5% |
| 3Y | +665.7% | +123.6% | +542.1% | +489.0% |
| 5Y | +55.6% | +138.7% | -83.1% | +13.1% |
| All | +53.1% | +139.2% | -86.0% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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