-20.0%
GFS vs RSG
+64.0%
-83.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +4.9% | +4.9% |
| 7D | -3.1% | +0.3% | -3.5% | -3.0% |
| 30D | -16.0% | +13.8% | -29.8% | -14.0% |
| 3M | -24.7% | +15.4% | -40.1% | -22.7% |
| 6M | -45.1% | +24.1% | -69.3% | -44.3% |
| YTD | +16.5% | +17.8% | -1.4% | +19.0% |
| 1Y | +19.3% | +21.5% | -2.1% | +20.5% |
| 3Y | -20.0% | +63.3% | -83.3% | -29.2% |
| All | -20.0% | +64.0% | -83.9% | -29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling