-10.3%
GFS vs RSG
+107.6%
-117.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +7.4% | +2.5% | +4.9% | +6.9% |
| 30D | -15.3% | +12.7% | -28.0% | -17.5% |
| 3M | -21.1% | +17.9% | -39.0% | -24.2% |
| 6M | -44.5% | +25.0% | -69.5% | -48.4% |
| YTD | +19.2% | +20.8% | -1.6% | +11.7% |
| 1Y | +27.2% | +24.3% | +3.0% | +17.3% |
| 3Y | -20.1% | +65.3% | -85.4% | -40.0% |
| 5Y | -25.6% | +99.1% | -124.7% | -52.9% |
| All | -10.3% | +107.6% | -117.9% | -44.1% |
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