+487.7%
GS vs RKT
-7.0%
+494.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.2% |
| 7D | +0.9% | +2.1% | -1.2% | +0.7% |
| 30D | -1.6% | +1.4% | -3.0% | -1.8% |
| 3M | -4.5% | +6.3% | -10.8% | -5.6% |
| 6M | +20.9% | -15.5% | +36.3% | +22.2% |
| YTD | +19.9% | -27.4% | +47.3% | +22.7% |
| 1Y | +41.4% | -26.6% | +68.0% | +44.2% |
| 3Y | +239.2% | +41.2% | +197.9% | +214.3% |
| 5Y | +185.0% | -6.4% | +191.5% | +160.8% |
| All | +487.7% | -7.0% | +494.8% | +432.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling