+185.7%
GS vs RL
+238.1%
-52.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -2.0% | -0.7% |
| 7D | +0.9% | -0.8% | +1.7% | +1.2% |
| 30D | -1.6% | -7.8% | +6.2% | +1.2% |
| 3M | -4.5% | -4.0% | -0.5% | -3.7% |
| 6M | +20.9% | -1.9% | +22.8% | +20.1% |
| YTD | +19.9% | -0.2% | +20.1% | +18.3% |
| 1Y | +41.4% | +10.7% | +30.7% | +33.7% |
| 3Y | +239.2% | +210.8% | +28.4% | +115.3% |
| All | +185.7% | +238.1% | -52.4% | +64.7% |
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