+1,593.8%
GS vs RCAT
-100.0%
+1,693.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.1% |
| 7D | +0.9% | -1.4% | +2.4% | +0.9% |
| 30D | -1.6% | -3.3% | +1.8% | -1.6% |
| 3M | -4.5% | -43.2% | +38.7% | -4.4% |
| 6M | +20.9% | -43.2% | +64.1% | +21.0% |
| YTD | +19.9% | +5.5% | +14.3% | +19.8% |
| 1Y | +41.4% | -1.6% | +43.1% | +41.3% |
| 3Y | +239.2% | +773.7% | -534.5% | +237.1% |
| 5Y | +185.0% | +187.6% | -2.6% | +183.5% |
| 10Y | +655.0% | -98.5% | +753.4% | +640.3% |
| All | +1,593.8% | -100.0% | +1,693.8% | +1,503.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling