+486.7%
GS vs RMD
+350.6%
+136.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.1% |
| 7D | -3.2% | +2.3% | -5.5% | -3.8% |
| 30D | -2.4% | +4.1% | -6.5% | -3.6% |
| 3M | -15.7% | +5.7% | -21.4% | -17.4% |
| 6M | -6.8% | +12.9% | -19.7% | -10.9% |
| YTD | -0.1% | -1.5% | +1.5% | -0.6% |
| 1Y | +12.1% | -4.8% | +16.8% | +12.5% |
| 3Y | +185.8% | +57.5% | +128.3% | +137.8% |
| 5Y | +140.1% | -5.5% | +145.6% | +130.5% |
| All | +486.7% | +350.6% | +136.1% | +268.2% |
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