+418.7%
GS vs RKT
-9.3%
+428.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +5.9% | -9.0% | +14.8% | +7.0% |
| 30D | +4.3% | +30.2% | -25.9% | +1.1% |
| 3M | -11.7% | -8.8% | -2.8% | -11.0% |
| 6M | -3.2% | -0.9% | -2.2% | -3.8% |
| YTD | +5.8% | -29.2% | +35.0% | +8.4% |
| 1Y | +16.0% | -20.1% | +36.1% | +17.2% |
| 3Y | +199.8% | +81.3% | +118.4% | +171.9% |
| 5Y | +155.5% | -6.6% | +162.1% | +133.9% |
| All | +418.7% | -9.3% | +428.0% | +369.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 10y: compounded portfolio wealth divided by compounded RKT 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…
10y analysis · Full analysis span regression · 6 months rolling