+82.8%
RSG vs GTLB
-50.0%
+132.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.4% | +4.9% | -0.4% |
| 7D | -0.7% | +4.6% | -5.3% | -0.8% |
| 30D | +3.3% | +21.0% | -17.7% | +2.9% |
| 3M | +8.5% | +51.7% | -43.2% | +7.5% |
| 6M | -3.5% | +89.3% | -92.8% | -4.9% |
| YTD | +5.5% | +25.6% | -20.1% | +4.8% |
| 1Y | -1.7% | -1.5% | -0.2% | -2.0% |
| 3Y | +56.9% | -9.9% | +66.8% | +55.6% |
| All | +82.8% | -50.0% | +132.7% | +84.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling