+56.9%
RSG vs FGI
-6.2%
+63.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.5% |
| 7D | -0.7% | +5.2% | -5.9% | -0.7% |
| 30D | +3.3% | +65.2% | -61.9% | +4.2% |
| 3M | +8.5% | +30.2% | -21.7% | +9.2% |
| 6M | -3.5% | +87.8% | -91.3% | -1.9% |
| YTD | +5.5% | +32.5% | -27.0% | +7.0% |
| 1Y | -1.7% | +93.6% | -95.3% | +1.0% |
| 3Y | +56.9% | -2.6% | +59.5% | +63.0% |
| All | +56.9% | -6.2% | +63.1% | +63.0% |
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