+46.2%
GFS vs RRX
+15.2%
+31.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.7% | -1.5% | +0.1% |
| 7D | +3.8% | -0.3% | +4.2% | +4.0% |
| 30D | -11.7% | -6.1% | -5.6% | -8.5% |
| 3M | -41.8% | -23.1% | -18.7% | -32.9% |
| 6M | +6.6% | -19.5% | +26.2% | +18.9% |
| YTD | +34.6% | +16.1% | +18.6% | +28.5% |
| 1Y | +46.2% | +12.9% | +33.2% | +40.0% |
| All | +46.2% | +15.2% | +31.0% | +40.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling