+412.8%
GS vs RKT
+0.4%
+412.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.9% | +3.8% | +4.6% |
| 7D | +0.8% | +10.3% | -9.5% | -0.3% |
| 30D | +1.2% | +32.3% | -31.1% | -2.1% |
| 3M | -12.4% | +10.7% | -23.1% | -13.7% |
| 6M | -2.3% | -3.2% | +0.9% | -2.8% |
| YTD | +4.6% | -21.5% | +26.1% | +5.9% |
| 1Y | +17.5% | -6.0% | +23.5% | +16.7% |
| 3Y | +202.0% | +104.2% | +97.8% | +170.4% |
| 5Y | +152.4% | +2.5% | +149.9% | +128.5% |
| All | +412.8% | +0.4% | +412.4% | +359.1% |
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