+155.6%
GS vs RDW
-30.2%
+185.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.7% | +4.1% | +0.7% |
| 7D | +5.9% | +7.2% | -1.4% | +5.0% |
| 30D | +4.3% | -10.3% | +14.6% | +5.1% |
| 3M | -11.7% | -41.4% | +29.8% | -7.0% |
| 6M | -3.2% | -32.5% | +29.4% | -2.0% |
| YTD | +5.8% | +1.7% | +4.1% | -0.7% |
| 1Y | +16.0% | +39.0% | -23.0% | +4.6% |
| 3Y | +199.8% | +214.2% | -14.5% | +127.5% |
| All | +155.6% | -30.2% | +185.8% | +109.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling