-3.7%
GFS vs RBRK
+130.3%
-134.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +3.2% | -3.5% | +6.7% | +3.8% |
| 30D | -9.6% | -8.3% | -1.3% | -8.5% |
| 3M | -38.5% | +24.7% | -63.1% | -41.6% |
| 6M | -1.3% | +58.9% | -60.2% | -11.8% |
| YTD | +31.8% | +16.3% | +15.6% | +25.5% |
| 1Y | +44.6% | +10.1% | +34.4% | +38.4% |
| All | -3.7% | +130.3% | -134.0% | -27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling