+13,245.4%
GOOG vs RSG
+1,775.9%
+11,469.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.9% |
| 7D | -2.5% | -1.8% | -0.7% | -1.7% |
| 30D | -3.6% | +2.8% | -6.4% | -4.8% |
| 3M | -6.4% | +4.3% | -10.7% | -8.6% |
| 6M | +7.8% | -0.5% | +8.3% | +7.1% |
| YTD | +5.5% | +5.2% | +0.3% | +1.9% |
| 1Y | +38.3% | -2.1% | +40.4% | +37.6% |
| 3Y | +143.1% | +56.5% | +86.6% | +90.4% |
| 5Y | +135.0% | +89.5% | +45.5% | +66.2% |
| 10Y | +778.1% | +424.8% | +353.3% | +284.6% |
| All | +13,245.4% | +1,775.9% | +11,469.5% | +3,755.2% |
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