+391.7%
GS vs RKT
-2.0%
+393.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.3% | -5.1% | -6.2% |
| 7D | -6.3% | +24.3% | -30.7% | -8.7% |
| 30D | -3.1% | +27.9% | -31.0% | -6.0% |
| 3M | -17.7% | +6.9% | -24.6% | -18.5% |
| 6M | -4.6% | +5.2% | -9.7% | -5.9% |
| YTD | +0.3% | -23.5% | +23.8% | +1.8% |
| 1Y | +11.7% | -9.1% | +20.8% | +11.3% |
| 3Y | +183.6% | +81.5% | +102.1% | +156.6% |
| 5Y | +141.0% | -2.0% | +142.9% | +118.8% |
| All | +391.7% | -2.0% | +393.7% | +341.5% |
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