+186.8%
GS vs RCAT
+270.1%
-83.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -14.9% | +8.5% | -5.2% |
| 7D | -6.3% | -32.6% | +26.2% | -3.6% |
| 30D | -3.1% | -46.3% | +43.1% | +1.2% |
| 3M | -17.7% | -60.7% | +43.0% | -12.2% |
| 6M | -4.6% | -67.4% | +62.8% | +2.2% |
| YTD | +0.3% | -57.1% | +57.4% | +4.4% |
| 1Y | +11.7% | -63.8% | +75.5% | +16.9% |
| All | +186.8% | +270.1% | -83.3% | +186.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling