+185.8%
GS vs RCAT
+339.1%
-153.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +18.6% | -19.0% | -1.8% |
| 7D | -3.2% | -12.7% | +9.5% | -2.4% |
| 30D | -2.4% | -34.3% | +31.9% | +0.3% |
| 3M | -15.7% | -53.4% | +37.7% | -11.4% |
| 6M | -6.8% | -62.0% | +55.2% | -1.4% |
| YTD | -0.1% | -49.1% | +49.0% | +2.5% |
| 1Y | +12.1% | -53.1% | +65.2% | +15.1% |
| 3Y | +185.8% | +318.7% | -132.9% | +181.9% |
| All | +185.8% | +339.1% | -153.3% | +181.9% |
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