+152.4%
GS vs RCAT
+71.1%
+81.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +11.4% | -6.7% | +3.9% |
| 7D | +0.8% | +1.1% | -0.3% | +0.5% |
| 30D | +1.2% | -22.0% | +23.2% | +2.5% |
| 3M | -12.4% | -51.1% | +38.7% | -8.7% |
| 6M | -2.3% | -56.6% | +54.3% | +1.7% |
| YTD | +4.6% | -43.3% | +47.9% | +6.2% |
| 1Y | +17.5% | -51.5% | +69.0% | +19.9% |
| 3Y | +202.0% | +411.4% | -209.3% | +174.9% |
| 5Y | +152.4% | +74.4% | +77.9% | +134.9% |
| All | +152.4% | +71.1% | +81.3% | +134.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling