+1,994.8%
RSG vs GFI
+1,656.7%
+338.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.0% | +0.8% |
| 7D | 0.0% | -4.9% | +4.9% | +0.2% |
| 30D | +4.0% | +10.7% | -6.8% | +3.5% |
| 3M | +7.4% | +25.6% | -18.3% | +6.2% |
| 6M | +0.1% | -8.3% | +8.4% | +0.1% |
| YTD | +6.0% | +6.3% | -0.3% | +5.1% |
| 1Y | -3.0% | +22.1% | -25.0% | -4.7% |
| 3Y | +56.5% | +289.2% | -232.7% | +44.6% |
| 5Y | +90.9% | +531.7% | -440.7% | +70.6% |
| 10Y | +428.7% | +1,043.8% | -615.1% | +344.5% |
| All | +1,994.8% | +1,656.7% | +338.1% | +1,521.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling