+438.8%
GS vs RCAT
-99.8%
+538.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.8% | +0.4% |
| 7D | +5.9% | -5.9% | +11.8% | +5.9% |
| 30D | +4.3% | -19.7% | +24.0% | +4.5% |
| 3M | -11.7% | -62.9% | +51.2% | -11.0% |
| 6M | -3.2% | -59.6% | +56.4% | -2.6% |
| YTD | +5.8% | -52.1% | +57.9% | +6.2% |
| 1Y | +16.0% | -50.9% | +66.9% | +16.4% |
| 3Y | +199.8% | +333.8% | -134.0% | +195.9% |
| 5Y | +155.5% | +40.7% | +114.8% | +152.8% |
| All | +438.8% | -99.8% | +538.7% | +434.1% |
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