+27.2%
GFS vs RRC
+36.3%
-9.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -2.6% |
| 7D | +7.4% | +6.4% | +1.0% | +8.0% |
| 30D | -15.3% | +23.9% | -39.1% | -11.6% |
| 3M | -21.1% | +30.2% | -51.3% | -16.8% |
| 6M | -44.5% | +26.3% | -70.7% | -40.8% |
| YTD | +19.2% | +48.1% | -28.9% | +25.1% |
| 1Y | +27.2% | +37.7% | -10.4% | +35.1% |
| All | +27.2% | +36.3% | -9.0% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 1y: compounded portfolio wealth divided by compounded RRC 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…
1y analysis · Full analysis span regression · 6 months rolling