-12.1%
GFS vs RSG
+103.2%
-115.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | -0.1% | +0.2% |
| 7D | -5.3% | +2.0% | -7.2% | -5.7% |
| 30D | -15.8% | +14.2% | -30.0% | -18.4% |
| 3M | -18.6% | +15.8% | -34.4% | -21.6% |
| 6M | -45.0% | +24.6% | -69.5% | -49.1% |
| YTD | +16.8% | +18.2% | -1.5% | +9.8% |
| 1Y | +17.8% | +22.8% | -5.0% | +8.4% |
| 3Y | -21.5% | +62.4% | -83.9% | -41.0% |
| 5Y | -29.3% | +96.0% | -125.4% | -55.2% |
| All | -12.1% | +103.2% | -115.4% | -45.0% |
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