+157.4%
GS vs RKT
-2.0%
+159.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.9% | +5.3% | +1.3% |
| 7D | +1.6% | +4.6% | -3.1% | +0.7% |
| 30D | +1.7% | +25.9% | -24.2% | -2.8% |
| 3M | -11.6% | +5.0% | -16.6% | -12.8% |
| 6M | -1.9% | -7.9% | +6.0% | -1.8% |
| YTD | +5.1% | -25.4% | +30.4% | +8.2% |
| 1Y | +16.4% | -15.4% | +31.8% | +17.0% |
| 3Y | +199.0% | +83.3% | +115.6% | +136.6% |
| 5Y | +157.4% | -0.8% | +158.2% | +138.7% |
| All | +157.4% | -2.0% | +159.4% | +138.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling