-2.7%
GFS vs RSG
+81.3%
-84.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | +2.6% | -0.7% | +3.4% | +2.8% |
| 30D | -16.4% | +3.3% | -19.7% | -17.2% |
| 3M | -41.6% | +8.5% | -50.1% | -43.5% |
| 6M | -3.7% | -3.5% | -0.2% | -2.6% |
| YTD | +29.3% | +5.5% | +23.8% | +25.0% |
| 1Y | +37.1% | -1.7% | +38.9% | +37.2% |
| 3Y | -22.1% | +56.9% | -79.0% | -43.0% |
| All | -2.7% | +81.3% | -84.0% | -37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling