-0.8%
GFS vs RSG
+82.0%
-82.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | +4.5% | 0.0% | +4.5% | +4.5% |
| 30D | -8.2% | +3.7% | -11.8% | -9.1% |
| 3M | -38.9% | +6.2% | -45.0% | -40.4% |
| 6M | -2.9% | -2.8% | -0.1% | -2.1% |
| YTD | +31.8% | +5.9% | +25.9% | +27.3% |
| 1Y | +43.1% | -1.8% | +44.9% | +43.4% |
| 3Y | -20.6% | +57.5% | -78.1% | -41.9% |
| All | -0.8% | +82.0% | -82.8% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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