+457.2%
GS vs RCAT
-99.6%
+556.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.4% | +6.9% | +0.5% |
| 7D | +1.6% | -5.6% | +7.2% | +1.6% |
| 30D | +1.7% | -27.0% | +28.7% | +1.9% |
| 3M | -11.6% | -57.9% | +46.3% | -11.0% |
| 6M | -1.9% | -59.4% | +57.5% | -1.3% |
| YTD | +5.1% | -46.9% | +52.0% | +5.4% |
| 1Y | +16.4% | -54.0% | +70.5% | +16.8% |
| 3Y | +199.0% | +378.4% | -179.5% | +194.7% |
| 5Y | +157.4% | +61.9% | +95.5% | +154.3% |
| 10Y | +457.2% | -99.6% | +556.8% | +446.3% |
| All | +457.2% | -99.6% | +556.8% | +446.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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