+438.8%
GS vs RL
+337.1%
+101.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.8% |
| 7D | +5.9% | +2.6% | +3.3% | +4.8% |
| 30D | +4.3% | +2.9% | +1.4% | +3.2% |
| 3M | -11.7% | 0.0% | -11.7% | -11.9% |
| 6M | -3.2% | +17.1% | -20.3% | -10.0% |
| YTD | +5.8% | +10.1% | -4.3% | +0.4% |
| 1Y | +16.0% | +17.3% | -1.3% | +7.2% |
| 3Y | +199.8% | +249.3% | -49.6% | +76.5% |
| 5Y | +155.5% | +240.9% | -85.4% | +46.8% |
| All | +438.8% | +337.1% | +101.8% | +164.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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