-19.4%
GFS vs RMD
+51.0%
-70.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | +1.0% | -5.0% | +6.0% | +2.0% |
| 30D | -8.6% | +2.2% | -10.8% | -9.2% |
| 3M | -46.5% | +17.8% | -64.4% | -49.2% |
| 6M | -4.8% | -11.3% | +6.5% | -0.9% |
| YTD | +29.7% | -4.4% | +34.1% | +31.3% |
| 1Y | +35.8% | -15.7% | +51.6% | +43.3% |
| All | -19.4% | +51.0% | -70.4% | -25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling