+238.8%
GS vs RDW
+244.1%
-5.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.7% | +4.0% | -0.2% |
| 7D | +2.4% | +3.6% | -1.2% | +2.0% |
| 30D | -0.1% | -18.4% | +18.4% | +2.1% |
| 3M | +0.2% | -32.1% | +32.2% | +3.3% |
| 6M | +24.8% | +10.9% | +13.9% | +18.8% |
| YTD | +18.8% | +40.8% | -22.0% | +7.6% |
| 1Y | +37.3% | +31.1% | +6.2% | +23.5% |
| All | +238.8% | +244.1% | -5.3% | +145.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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