-2.4%
GFS vs RSG
+82.2%
-84.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.8% |
| 7D | +1.0% | +0.3% | +0.7% | +0.9% |
| 30D | -8.6% | +7.6% | -16.2% | -10.4% |
| 3M | -46.5% | +7.4% | -54.0% | -48.2% |
| 6M | -4.8% | -3.3% | -1.6% | -3.8% |
| YTD | +29.7% | +6.0% | +23.6% | +25.2% |
| 1Y | +35.8% | -3.7% | +39.5% | +37.5% |
| 3Y | -18.3% | +59.1% | -77.4% | -40.6% |
| All | -2.4% | +82.2% | -84.6% | -37.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling