+157.4%
GS vs RL
+245.5%
-88.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.2% | +0.3% |
| 7D | +1.6% | +1.3% | +0.3% | +1.1% |
| 30D | +1.7% | +7.6% | -6.0% | -1.1% |
| 3M | -11.6% | -1.5% | -10.1% | -11.2% |
| 6M | -1.9% | +12.1% | -14.0% | -7.2% |
| YTD | +5.1% | +13.9% | -8.9% | -1.5% |
| 1Y | +16.4% | +20.7% | -4.2% | +6.5% |
| 3Y | +199.0% | +260.6% | -61.6% | +75.1% |
| 5Y | +157.4% | +248.9% | -91.4% | +48.3% |
| All | +157.4% | +245.5% | -88.1% | +48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling