+145.2%
GOOGL vs RSG
+56.5%
+88.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.6% |
| 7D | -2.8% | -1.8% | -1.0% | -2.9% |
| 30D | -3.2% | +2.8% | -6.0% | -3.1% |
| 3M | -6.6% | +4.3% | -10.9% | -6.4% |
| 6M | +8.5% | -0.5% | +9.0% | +8.7% |
| YTD | +6.5% | +5.2% | +1.2% | +6.5% |
| 1Y | +39.4% | -2.1% | +41.6% | +40.2% |
| All | +145.2% | +56.5% | +88.7% | +171.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling