+8.9%
GOOG vs RSG
+0.4%
+8.5%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.8% | +1.7% |
| 7D | 0.0% | 0.0% | 0.0% | 0.0% |
| 30D | -2.0% | +4.0% | -5.9% | -1.0% |
| 3M | -5.9% | +7.4% | -13.2% | -4.5% |
| 6M | +8.9% | +0.1% | +8.8% | +8.2% |
| All | +8.9% | +0.4% | +8.5% | +8.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling