-0.8%
GFS vs RRX
+11.0%
-11.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.5% | +4.4% | +3.3% |
| 7D | +4.5% | -0.7% | +5.2% | +4.9% |
| 30D | -8.2% | -8.0% | -0.2% | -3.8% |
| 3M | -38.9% | -25.1% | -13.8% | -28.5% |
| 6M | -2.9% | -18.3% | +15.4% | +8.0% |
| YTD | +31.8% | +14.2% | +17.6% | +19.8% |
| 1Y | +43.1% | +13.0% | +30.1% | +29.8% |
| 3Y | -20.6% | +4.2% | -24.8% | -28.1% |
| All | -0.8% | +11.0% | -11.9% | -11.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling