-2.7%
GFS vs RRX
+13.9%
-16.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.6% |
| 7D | +2.6% | +4.3% | -1.6% | +0.2% |
| 30D | -16.4% | -8.0% | -8.4% | -12.2% |
| 3M | -41.6% | -22.0% | -19.6% | -33.2% |
| 6M | -3.7% | -11.9% | +8.2% | +2.8% |
| YTD | +29.3% | +17.1% | +12.2% | +16.0% |
| 1Y | +37.1% | +14.9% | +22.2% | +23.3% |
| 3Y | -22.1% | +6.9% | -29.0% | -30.4% |
| All | -2.7% | +13.9% | -16.6% | -13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling