+0.8%
SPGI vs RGTI
+56.8%
-56.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.7% | +0.1% |
| 7D | -7.4% | +0.5% | -7.9% | -7.4% |
| 30D | +0.4% | -17.1% | +17.5% | +0.8% |
| 3M | +5.3% | -26.0% | +31.2% | +5.9% |
| 6M | +1.7% | -9.9% | +11.5% | +1.1% |
| YTD | -16.4% | -31.1% | +14.7% | -16.3% |
| 1Y | -20.5% | -8.5% | -12.0% | -21.9% |
| 3Y | +14.2% | +652.2% | -638.0% | -4.2% |
| All | +0.8% | +56.8% | -56.0% | -17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling