+18.5%
SPGI vs RGTI
+53.1%
-34.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.9% |
| 7D | -8.9% | -0.1% | -8.8% | -8.9% |
| 30D | +0.6% | -16.2% | +16.8% | +1.1% |
| 3M | +2.0% | -22.0% | +24.0% | +2.4% |
| 6M | +0.1% | -10.8% | +10.9% | -0.4% |
| YTD | -16.4% | -31.6% | +15.1% | -16.3% |
| 1Y | -18.9% | -6.4% | -12.6% | -20.4% |
| 3Y | +13.8% | +665.7% | -651.9% | -4.6% |
| 5Y | +0.5% | +55.6% | -55.1% | -15.0% |
| All | +18.5% | +53.1% | -34.6% | +3.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling