+1,413.4%
GS vs RCAT
-100.0%
+1,513.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -10.3% | +13.9% | +3.6% |
| 7D | +0.3% | -18.5% | +18.8% | +0.4% |
| 30D | +3.9% | -37.0% | +40.8% | +4.0% |
| 3M | -11.4% | -54.9% | +43.4% | -11.3% |
| 6M | +3.7% | -63.6% | +67.3% | +3.9% |
| YTD | +7.1% | -49.6% | +56.7% | +7.2% |
| 1Y | +19.7% | -57.8% | +77.5% | +19.8% |
| 3Y | +202.8% | +332.4% | -129.6% | +201.5% |
| 5Y | +156.7% | +48.1% | +108.6% | +155.7% |
| 10Y | +548.7% | -99.6% | +648.3% | +537.5% |
| All | +1,413.4% | -100.0% | +1,513.4% | +1,335.0% |
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