+46.2%
GFS vs RBRK
+5.6%
+40.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.5% | +4.7% | +2.4% |
| 7D | +3.8% | -7.5% | +11.3% | +4.7% |
| 30D | -11.7% | -10.4% | -1.3% | -10.8% |
| 3M | -41.8% | +21.3% | -63.0% | -43.3% |
| 6M | +6.6% | +50.6% | -44.0% | +0.6% |
| YTD | +34.6% | +13.3% | +21.3% | +35.0% |
| 1Y | +46.2% | +11.2% | +34.9% | +50.0% |
| All | +46.2% | +5.6% | +40.6% | +50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 1y: compounded portfolio wealth divided by compounded RBRK 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…
1y analysis · Full analysis span regression · 6 months rolling