+973.4%
RSG vs BTG
+370.1%
+603.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.5% |
| 7D | -1.8% | -5.8% | +4.0% | -1.6% |
| 30D | +2.8% | +5.7% | -2.9% | +2.5% |
| 3M | +4.3% | +38.1% | -33.8% | +2.7% |
| 6M | -0.5% | +0.3% | -0.8% | -0.9% |
| YTD | +5.2% | +19.9% | -14.7% | +3.8% |
| 1Y | -2.1% | +24.6% | -26.7% | -3.8% |
| 3Y | +56.5% | +96.6% | -40.1% | +49.8% |
| 5Y | +89.5% | +77.7% | +11.8% | +81.1% |
| 10Y | +424.8% | +150.7% | +274.1% | +383.7% |
| All | +973.4% | +370.1% | +603.4% | +732.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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