+170.0%
GD vs RSG
+447.7%
-277.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | -3.0% | +0.3% | -3.4% | -3.3% |
| 30D | +9.3% | +13.8% | -4.5% | +0.8% |
| 3M | -7.2% | +15.4% | -22.6% | -15.2% |
| 6M | +5.5% | +24.1% | -18.7% | -8.5% |
| YTD | +9.5% | +17.8% | -8.3% | -2.3% |
| 1Y | +6.4% | +21.5% | -15.0% | -7.1% |
| 3Y | +59.8% | +63.3% | -3.5% | +11.9% |
| 5Y | +98.0% | +97.3% | +0.7% | +19.6% |
| All | +170.0% | +447.7% | -277.7% | -7.9% |
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