-20.0%
GFS vs RRX
+71.2%
-91.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +6.9% | -2.0% | +1.1% |
| 7D | -3.1% | +12.3% | -15.5% | -9.2% |
| 30D | -16.0% | +9.5% | -25.6% | -20.2% |
| 3M | -24.7% | +1.8% | -26.5% | -25.5% |
| 6M | -45.1% | -15.3% | -29.8% | -40.2% |
| YTD | +16.5% | +29.6% | -13.1% | -0.1% |
| 1Y | +19.3% | +34.1% | -14.7% | 0.0% |
| 3Y | -20.0% | +74.0% | -94.0% | -45.5% |
| All | -20.0% | +71.2% | -91.1% | -45.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling