+56.5%
RSG vs SPYG
+98.4%
-41.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | -0.1% | +0.7% |
| 7D | 0.0% | -0.9% | +0.9% | 0.0% |
| 30D | +4.0% | -1.5% | +5.5% | +4.0% |
| 3M | +7.4% | +3.7% | +3.6% | +7.1% |
| 6M | +0.1% | +16.4% | -16.3% | -1.6% |
| YTD | +6.0% | +13.3% | -7.3% | +4.6% |
| 1Y | -3.0% | +17.9% | -20.8% | -5.1% |
| 3Y | +56.5% | +98.3% | -41.8% | +33.0% |
| All | +56.5% | +98.4% | -41.9% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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