+99.1%
RSG vs CG
-23.0%
+122.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.1% |
| 7D | +2.5% | +0.2% | +2.3% | +2.4% |
| 30D | +12.7% | +11.2% | +1.5% | +11.6% |
| 3M | +17.9% | -22.1% | +40.0% | +20.4% |
| 6M | +25.0% | -17.9% | +42.9% | +26.8% |
| YTD | +20.8% | -31.3% | +52.1% | +24.4% |
| 1Y | +24.3% | -24.0% | +48.2% | +26.5% |
| 3Y | +65.3% | +45.0% | +20.3% | +49.8% |
| All | +99.1% | -23.0% | +122.1% | +105.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 5y: compounded portfolio wealth divided by compounded CG 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…
5y analysis · Full analysis span regression · 6 months rolling