+61.6%
RSP vs FGI
+2.3%
+59.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -1.4% | -11.6% | +10.1% | -1.4% |
| 30D | +2.1% | -3.3% | +5.4% | +2.1% |
| 3M | -0.9% | +65.6% | -66.5% | -1.4% |
| 6M | +7.5% | -2.8% | +10.3% | +7.1% |
| YTD | +14.6% | +30.1% | -15.6% | +13.8% |
| 1Y | +17.6% | +50.2% | -32.5% | +16.8% |
| All | +61.6% | +2.3% | +59.3% | +64.2% |
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