+145.2%
SLV vs RGTI
+59.7%
+85.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.0% | -4.8% | -0.9% |
| 7D | +2.5% | +5.5% | -3.0% | +2.3% |
| 30D | +3.3% | -11.9% | +15.1% | +3.7% |
| 3M | -3.6% | -27.4% | +23.8% | -2.7% |
| 6M | -21.8% | -7.1% | -14.8% | -22.0% |
| YTD | -7.8% | -28.6% | +20.8% | -7.5% |
| 1Y | +58.3% | +4.4% | +53.9% | +56.9% |
| 3Y | +182.6% | +698.5% | -515.9% | +154.6% |
| 5Y | +167.8% | +64.2% | +103.6% | +146.2% |
| All | +145.2% | +59.7% | +85.5% | +124.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 RGTI 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