+74.4%
GD vs RSG
+59.4%
+15.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.4% |
| 7D | -5.3% | +0.3% | -5.5% | -5.3% |
| 30D | -6.4% | +7.6% | -14.0% | -8.9% |
| 3M | +5.7% | +7.4% | -1.7% | +2.6% |
| 6M | -0.9% | -3.3% | +2.3% | +0.4% |
| YTD | +8.2% | +6.0% | +2.2% | +5.2% |
| 1Y | +13.4% | -3.7% | +17.1% | +15.1% |
| All | +74.4% | +59.4% | +15.0% | +24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling