+157.4%
GS vs RMD
-6.1%
+163.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.6% |
| 7D | +1.6% | +3.1% | -1.5% | +0.9% |
| 30D | +1.7% | +1.8% | -0.1% | +1.2% |
| 3M | -11.6% | +6.7% | -18.3% | -13.0% |
| 6M | -1.9% | +13.9% | -15.8% | -5.4% |
| YTD | +5.1% | -2.0% | +7.1% | +5.1% |
| 1Y | +16.4% | -5.4% | +21.8% | +17.4% |
| 3Y | +199.0% | +67.4% | +131.6% | +153.4% |
| 5Y | +157.4% | -5.7% | +163.2% | +150.8% |
| All | +157.4% | -6.1% | +163.6% | +150.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling