-7.8%
GFS vs RRC
+121.0%
-128.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | -0.4% |
| 7D | +17.2% | +2.5% | +14.7% | +16.5% |
| 30D | -8.7% | +21.1% | -29.9% | -12.7% |
| 3M | -19.7% | +28.4% | -48.0% | -24.3% |
| 6M | -40.7% | +26.5% | -67.1% | -44.3% |
| YTD | +22.5% | +47.0% | -24.5% | +10.1% |
| 1Y | +25.2% | +35.2% | -10.0% | +14.8% |
| 3Y | -17.7% | +61.0% | -78.7% | -29.2% |
| 5Y | -23.5% | +133.6% | -157.1% | -41.2% |
| All | -7.8% | +121.0% | -128.8% | -28.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling