+170.7%
GD vs RSG
+448.7%
-278.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.1% | +1.3% |
| 7D | -1.9% | +2.0% | -3.8% | -3.1% |
| 30D | +10.9% | +14.2% | -3.3% | +2.1% |
| 3M | -6.8% | +15.8% | -22.5% | -15.0% |
| 6M | +7.0% | +24.6% | -17.5% | -7.4% |
| YTD | +11.1% | +18.2% | -7.1% | -1.1% |
| 1Y | +7.0% | +22.8% | -15.7% | -7.2% |
| 3Y | +59.9% | +62.4% | -2.4% | +12.5% |
| 5Y | +102.5% | +96.0% | +6.4% | +22.9% |
| All | +170.7% | +448.7% | -278.0% | -6.1% |
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