+323.5%
GE vs RSG
+2,013.0%
-1,689.4%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.2% | -3.0% |
| 7D | -1.2% | 0.0% | -1.2% | -1.2% |
| 30D | -11.3% | +3.7% | -14.9% | -12.3% |
| 3M | -1.4% | +6.2% | -7.6% | -3.7% |
| 6M | +1.2% | -2.8% | +4.0% | +1.4% |
| YTD | +5.9% | +5.9% | 0.0% | +2.9% |
| 1Y | +18.4% | -1.8% | +20.2% | +17.7% |
| 3Y | +271.0% | +57.5% | +213.5% | +213.9% |
| 5Y | +417.9% | +91.1% | +326.9% | +307.8% |
| 10Y | +152.0% | +428.1% | -276.1% | +46.3% |
| All | +323.5% | +2,013.0% | -1,689.4% | +77.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling