+1,710.5%
GS vs RL
+2,169.5%
-459.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -7.3% | +1.0% | -3.4% |
| 7D | -6.3% | -4.7% | -1.7% | -4.4% |
| 30D | -3.1% | +3.6% | -6.7% | -4.5% |
| 3M | -17.7% | +0.5% | -18.2% | -18.2% |
| 6M | -4.6% | +6.6% | -11.2% | -8.3% |
| YTD | +0.3% | +8.8% | -8.5% | -4.7% |
| 1Y | +11.7% | +21.8% | -10.0% | +1.2% |
| 3Y | +183.6% | +245.8% | -62.2% | +62.2% |
| 5Y | +141.0% | +230.0% | -89.0% | +35.5% |
| 10Y | +507.4% | +369.4% | +138.0% | +165.0% |
| All | +1,710.5% | +2,169.5% | -459.0% | +242.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling