+19.7%
GS vs RBRK
+62.9%
-43.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.1% | +1.4% | +3.3% |
| 7D | +0.3% | -12.5% | +12.8% | +1.7% |
| 30D | +3.9% | -3.0% | +6.9% | +4.1% |
| 3M | -11.4% | +46.9% | -58.4% | -15.8% |
| 6M | +3.7% | +105.4% | -101.7% | -5.9% |
| YTD | +7.1% | +55.6% | -48.5% | +0.2% |
| 1Y | +19.7% | +63.9% | -44.2% | +11.6% |
| All | +19.7% | +62.9% | -43.2% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 1y: compounded portfolio wealth divided by compounded RBRK 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…
1y analysis · Full analysis span regression · 6 months rolling