+88.5%
RSG vs FGI
-69.1%
+157.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | +0.4% |
| 7D | 0.0% | +14.7% | -14.7% | 0.0% |
| 30D | +3.7% | +67.0% | -63.3% | +3.9% |
| 3M | +6.2% | +31.0% | -24.9% | +6.4% |
| 6M | -2.8% | +126.8% | -129.6% | -2.3% |
| YTD | +5.9% | +35.6% | -29.7% | +6.4% |
| 1Y | -1.8% | +108.9% | -110.7% | -1.3% |
| 3Y | +57.5% | -0.3% | +57.7% | +59.3% |
| All | +88.5% | -69.1% | +157.5% | +93.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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