+420.8%
RSG vs GFI
+1,066.8%
-646.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.0% | +0.8% |
| 7D | 0.0% | -4.9% | +4.9% | +0.1% |
| 30D | +4.0% | +10.7% | -6.8% | +3.7% |
| 3M | +7.4% | +25.6% | -18.3% | +6.8% |
| 6M | +0.1% | -8.3% | +8.4% | +0.2% |
| YTD | +6.0% | +6.3% | -0.3% | +5.6% |
| 1Y | -3.0% | +22.1% | -25.0% | -3.9% |
| 3Y | +56.5% | +289.2% | -232.7% | +50.1% |
| 5Y | +90.9% | +531.7% | -440.7% | +80.9% |
| All | +420.8% | +1,066.8% | -646.0% | +416.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 10y: compounded portfolio wealth divided by compounded GFI 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…
10y analysis · Full analysis span regression · 6 months rolling