+65.3%
RSG vs FGI
-16.0%
+81.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -25.2% | +25.2% | -0.2% |
| 7D | +2.5% | -14.4% | +16.9% | +2.4% |
| 30D | +12.7% | -11.8% | +24.5% | +12.7% |
| 3M | +17.9% | -46.2% | +64.2% | +17.5% |
| 6M | +25.0% | +5.2% | +19.8% | +25.8% |
| YTD | +20.8% | +10.5% | +10.3% | +22.4% |
| 1Y | +24.3% | +25.5% | -1.2% | +26.4% |
| 3Y | +65.3% | -16.0% | +81.3% | +72.4% |
| All | +65.3% | -16.0% | +81.3% | +72.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling