-12.3%
GFS vs RMD
-8.5%
-3.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.2% | +4.7% | +4.8% |
| 7D | -3.1% | +1.2% | -4.3% | -3.7% |
| 30D | -16.0% | +2.5% | -18.5% | -16.8% |
| 3M | -24.7% | +11.5% | -36.2% | -27.8% |
| 6M | -45.1% | +14.7% | -59.8% | -48.7% |
| YTD | +16.5% | -1.3% | +17.8% | +15.3% |
| 1Y | +19.3% | -5.3% | +24.6% | +20.0% |
| 3Y | -20.0% | +68.8% | -88.7% | -39.2% |
| 5Y | -32.0% | -5.9% | -26.2% | -31.3% |
| All | -12.3% | -8.5% | -3.9% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 10y: compounded portfolio wealth divided by compounded RMD 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…
10y analysis · Full analysis span regression · 6 months rolling