-32.0%
GFS vs RSG
+97.4%
-129.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +4.9% | +4.9% |
| 7D | -3.1% | +0.3% | -3.5% | -3.2% |
| 30D | -16.0% | +13.8% | -29.8% | -18.6% |
| 3M | -24.7% | +15.4% | -40.1% | -27.4% |
| 6M | -45.1% | +24.1% | -69.3% | -49.2% |
| YTD | +16.5% | +17.8% | -1.4% | +9.6% |
| 1Y | +19.3% | +21.5% | -2.1% | +10.3% |
| 3Y | -20.0% | +63.3% | -83.3% | -40.4% |
| 5Y | -32.0% | +97.3% | -129.3% | -58.2% |
| All | -32.0% | +97.4% | -129.4% | -58.2% |
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 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