+652.2%
RGTI vs SPYG
+98.4%
+553.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | -1.3% |
| 7D | +0.5% | -0.9% | +1.3% | +2.6% |
| 30D | -17.1% | -1.5% | -15.6% | -13.6% |
| 3M | -26.0% | +3.7% | -29.7% | -30.5% |
| 6M | -9.9% | +16.4% | -26.3% | -33.2% |
| YTD | -31.1% | +13.3% | -44.4% | -45.2% |
| 1Y | -8.5% | +17.9% | -26.4% | -32.2% |
| 3Y | +652.2% | +98.3% | +553.9% | +95.7% |
| All | +652.2% | +98.4% | +553.8% | +95.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 3y: compounded portfolio wealth divided by compounded SPYG 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…
3y analysis · Full analysis span regression · 6 months rolling