+90.7%
RSG vs CG
+5.2%
+85.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.0% | +4.4% | +0.7% |
| 7D | 0.0% | -6.4% | +6.4% | +0.6% |
| 30D | +3.7% | -7.1% | +10.7% | +4.3% |
| 3M | +6.2% | -1.6% | +7.7% | +6.1% |
| 6M | -2.8% | -8.3% | +5.6% | -2.3% |
| YTD | +5.9% | -23.8% | +29.7% | +8.2% |
| 1Y | -1.8% | -28.7% | +27.0% | +1.0% |
| 3Y | +57.5% | +49.2% | +8.3% | +43.4% |
| All | +90.7% | +5.2% | +85.5% | +80.7% |
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