+30.8%
GFS vs RSG
+24.9%
+5.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | +1.0% |
| 7D | +17.2% | +1.4% | +15.8% | +19.0% |
| 30D | -8.7% | +15.0% | -23.8% | +5.2% |
| 3M | -19.7% | +18.5% | -38.1% | -4.6% |
| 6M | -40.7% | +25.8% | -66.5% | -26.4% |
| YTD | +22.5% | +20.8% | +1.7% | +53.5% |
| All | +30.8% | +24.9% | +5.9% | +66.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling