+24.0%
SPGI vs RGTI
+59.7%
-35.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.0% | -7.2% | -3.3% |
| 7D | -2.5% | +5.5% | -7.9% | -2.6% |
| 30D | +5.4% | -11.9% | +17.3% | +5.7% |
| 3M | +9.0% | -27.4% | +36.4% | +9.7% |
| 6M | +0.8% | -7.1% | +7.8% | +0.1% |
| YTD | -12.6% | -28.6% | +16.1% | -12.6% |
| 1Y | -16.1% | +4.4% | -20.5% | -18.0% |
| 3Y | +19.0% | +698.5% | -679.5% | -0.4% |
| 5Y | +5.1% | +64.2% | -59.1% | -11.6% |
| All | +24.0% | +59.7% | -35.7% | +8.4% |
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