+190.6%
GD vs RSG
+415.1%
-224.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.5% |
| 7D | -3.5% | -0.7% | -2.7% | -3.0% |
| 30D | -9.0% | +3.3% | -12.3% | -10.9% |
| 3M | +5.1% | +8.5% | -3.4% | -0.6% |
| 6M | -1.0% | -3.5% | +2.5% | +0.5% |
| YTD | +7.3% | +5.5% | +1.8% | +2.7% |
| 1Y | +12.4% | -1.7% | +14.2% | +12.4% |
| 3Y | +73.7% | +56.9% | +16.8% | +24.2% |
| 5Y | +93.8% | +89.4% | +4.4% | +18.9% |
| 10Y | +190.6% | +412.5% | -221.9% | -4.3% |
| All | +190.6% | +415.1% | -224.5% | -4.3% |
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