+93.8%
GD vs RSG
+97.2%
-3.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.2% |
| 7D | -5.0% | +1.2% | -6.1% | -5.5% |
| 30D | +8.9% | +14.2% | -5.3% | +2.5% |
| 3M | -8.0% | +18.2% | -26.2% | -14.9% |
| 6M | +2.9% | +24.4% | -21.5% | -7.5% |
| YTD | +7.1% | +17.9% | -10.8% | -1.6% |
| 1Y | +5.9% | +22.3% | -16.4% | -4.6% |
| 3Y | +53.9% | +65.1% | -11.3% | +15.5% |
| All | +93.8% | +97.2% | -3.4% | +29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling