+437.1%
GS vs RMD
+346.1%
+91.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.9% | -1.5% |
| 7D | +5.1% | +0.1% | +5.0% | +5.1% |
| 30D | +2.4% | +1.9% | +0.5% | +1.8% |
| 3M | -11.5% | +6.3% | -17.8% | -13.2% |
| 6M | -2.5% | +18.2% | -20.8% | -8.0% |
| YTD | +5.5% | +0.3% | +5.2% | +4.3% |
| 1Y | +11.0% | -4.3% | +15.3% | +11.3% |
| 3Y | +200.1% | +71.3% | +128.8% | +143.3% |
| 5Y | +154.7% | -1.8% | +156.5% | +141.7% |
| All | +437.1% | +346.1% | +91.0% | +244.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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