+238.0%
GM vs RSG
+991.0%
-753.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.3% | -1.0% |
| 7D | -2.4% | 0.0% | -2.5% | -2.5% |
| 30D | -1.1% | +4.0% | -5.1% | -3.5% |
| 3M | +6.1% | +7.4% | -1.3% | +0.9% |
| 6M | +15.0% | +0.1% | +14.9% | +13.3% |
| YTD | +6.0% | +6.0% | 0.0% | +0.1% |
| 1Y | +47.1% | -3.0% | +50.1% | +46.8% |
| 3Y | +170.5% | +56.5% | +114.0% | +89.8% |
| 5Y | +80.5% | +90.9% | -10.4% | +8.0% |
| 10Y | +238.7% | +428.7% | -190.0% | -0.1% |
| All | +238.0% | +991.0% | -753.0% | -40.1% |
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