+61.6%
AG vs RSG
+428.9%
-367.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.8% | -3.7% | -3.1% |
| 7D | -6.7% | 0.0% | -6.7% | -6.7% |
| 30D | +2.2% | +4.0% | -1.8% | +1.1% |
| 3M | +15.7% | +7.4% | +8.3% | +13.1% |
| 6M | -23.8% | +0.1% | -23.9% | -24.3% |
| YTD | +17.6% | +6.0% | +11.6% | +14.7% |
| 1Y | +88.6% | -3.0% | +91.6% | +89.0% |
| 3Y | +253.4% | +56.5% | +196.9% | +201.5% |
| 5Y | +62.4% | +90.9% | -28.5% | +30.3% |
| All | +61.6% | +428.9% | -367.3% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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