+53.1%
RGTI vs SPYG
+107.2%
-54.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | +1.0% |
| 7D | -0.1% | -1.8% | +1.7% | +3.3% |
| 30D | -16.2% | -1.9% | -14.3% | -12.7% |
| 3M | -22.0% | +5.2% | -27.2% | -27.0% |
| 6M | -10.8% | +15.6% | -26.3% | -27.1% |
| YTD | -31.6% | +12.4% | -44.0% | -40.9% |
| 1Y | -6.4% | +17.5% | -23.8% | -23.5% |
| 3Y | +665.7% | +98.1% | +567.6% | +223.6% |
| 5Y | +55.6% | +84.9% | -29.3% | -32.0% |
| All | +53.1% | +107.2% | -54.0% | -33.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling