+420.8%
RSG vs AGI
+392.3%
+28.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | 0.0% | +0.7% |
| 7D | 0.0% | -2.7% | +2.7% | +0.1% |
| 30D | +4.0% | +7.2% | -3.3% | +3.7% |
| 3M | +7.4% | +4.3% | +3.1% | +7.1% |
| 6M | +0.1% | -27.1% | +27.2% | +0.9% |
| YTD | +6.0% | -6.6% | +12.6% | +5.9% |
| 1Y | -3.0% | +9.5% | -12.5% | -3.7% |
| 3Y | +56.5% | +208.4% | -152.0% | +50.2% |
| 5Y | +90.9% | +401.6% | -310.7% | +80.6% |
| All | +420.8% | +392.3% | +28.5% | +398.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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