+416.6%
GIS vs RSG
+1,999.8%
-1,583.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.9% |
| 7D | -8.4% | -1.8% | -6.6% | -8.1% |
| 30D | -5.2% | +2.8% | -8.0% | -5.6% |
| 3M | +8.2% | +4.3% | +3.9% | +7.5% |
| 6M | -12.0% | -0.5% | -11.5% | -12.0% |
| YTD | -18.9% | +5.2% | -24.1% | -19.5% |
| 1Y | -23.6% | -2.1% | -21.5% | -23.4% |
| 3Y | -37.6% | +56.5% | -94.1% | -41.8% |
| 5Y | -25.2% | +89.5% | -114.7% | -32.2% |
| 10Y | -19.3% | +424.8% | -444.1% | -35.8% |
| All | +416.6% | +1,999.8% | -1,583.2% | +252.0% |
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