+780.7%
GOOG vs RSG
+428.9%
+351.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.8% | +1.2% |
| 7D | 0.0% | 0.0% | 0.0% | 0.0% |
| 30D | -2.0% | +4.0% | -5.9% | -3.6% |
| 3M | -5.9% | +7.4% | -13.2% | -9.2% |
| 6M | +8.9% | +0.1% | +8.8% | +8.0% |
| YTD | +7.1% | +6.0% | +1.1% | +3.2% |
| 1Y | +39.7% | -3.0% | +42.7% | +39.9% |
| 3Y | +145.8% | +56.5% | +89.4% | +85.8% |
| 5Y | +138.6% | +90.9% | +47.7% | +57.8% |
| All | +780.7% | +428.9% | +351.7% | +253.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling