-12.1%
GFS vs RMD
-9.1%
-3.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | -5.3% | +3.1% | -8.4% | -6.4% |
| 30D | -15.8% | +1.8% | -17.6% | -16.4% |
| 3M | -18.6% | +6.7% | -25.3% | -20.7% |
| 6M | -45.0% | +13.9% | -58.9% | -48.5% |
| YTD | +16.8% | -2.0% | +18.8% | +15.9% |
| 1Y | +17.8% | -5.4% | +23.2% | +18.5% |
| 3Y | -21.5% | +67.4% | -88.9% | -40.2% |
| 5Y | -29.3% | -5.7% | -23.6% | -28.9% |
| All | -12.1% | -9.1% | -3.0% | -9.5% |
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