+83.7%
RSG vs GTLB
-50.1%
+133.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.4% | +0.8% |
| 7D | 0.0% | -5.7% | +5.7% | +0.1% |
| 30D | +4.0% | +15.1% | -11.2% | +3.6% |
| 3M | +7.4% | +65.5% | -58.1% | +6.2% |
| 6M | +0.1% | +102.9% | -102.8% | -1.5% |
| YTD | +6.0% | +25.2% | -19.2% | +5.3% |
| 1Y | -3.0% | -5.5% | +2.6% | -3.1% |
| 3Y | +56.5% | -10.9% | +67.4% | +55.2% |
| All | +83.7% | -50.1% | +133.8% | +85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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