-0.8%
GFS vs RRX
+8.9%
-9.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +2.0% | +1.1% |
| 7D | +3.2% | -3.7% | +7.0% | +5.4% |
| 30D | -9.6% | -9.3% | -0.3% | -4.4% |
| 3M | -38.5% | -21.8% | -16.7% | -29.6% |
| 6M | -1.3% | -22.0% | +20.7% | +12.6% |
| YTD | +31.8% | +11.9% | +19.9% | +21.2% |
| 1Y | +44.6% | +11.6% | +32.9% | +32.0% |
| 3Y | -20.6% | +2.2% | -22.8% | -27.3% |
| All | -0.8% | +8.9% | -9.7% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RRX 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling