+3.7%
GS vs RCAT
-63.9%
+67.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -10.3% | +13.9% | +4.9% |
| 7D | +0.3% | -18.5% | +18.8% | +3.0% |
| 30D | +3.9% | -37.0% | +40.8% | +10.2% |
| 3M | -11.4% | -54.9% | +43.4% | -2.3% |
| 6M | +3.7% | -63.6% | +67.3% | +17.2% |
| All | +3.7% | -63.9% | +67.6% | +17.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling