-2.4%
GFS vs RMD
-11.3%
+8.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | +1.0% | -5.0% | +6.0% | +2.7% |
| 30D | -8.6% | +2.2% | -10.8% | -9.6% |
| 3M | -46.5% | +17.8% | -64.4% | -50.4% |
| 6M | -4.8% | -11.3% | +6.5% | -1.1% |
| YTD | +29.7% | -4.4% | +34.1% | +30.2% |
| 1Y | +35.8% | -15.7% | +51.6% | +43.6% |
| 3Y | -18.3% | +47.7% | -66.1% | -34.1% |
| All | -2.4% | -11.3% | +8.9% | +1.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling