+56.8%
RGTI vs SPYG
+85.2%
-28.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | -0.8% |
| 7D | +0.5% | -0.9% | +1.3% | +2.1% |
| 30D | -17.1% | -1.5% | -15.6% | -14.3% |
| 3M | -26.0% | +3.7% | -29.7% | -29.2% |
| 6M | -9.9% | +16.4% | -26.3% | -27.9% |
| YTD | -31.1% | +13.3% | -44.4% | -41.7% |
| 1Y | -8.5% | +17.9% | -26.4% | -26.3% |
| 3Y | +652.2% | +98.3% | +553.9% | +205.2% |
| All | +56.8% | +85.2% | -28.4% | -33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling