+185.7%
GS vs RMD
-19.3%
+205.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.1% |
| 7D | +0.9% | -5.0% | +5.9% | +2.1% |
| 30D | -1.6% | +2.2% | -3.8% | -2.2% |
| 3M | -4.5% | +17.8% | -22.3% | -8.4% |
| 6M | +20.9% | -11.3% | +32.2% | +24.0% |
| YTD | +19.9% | -4.4% | +24.3% | +20.7% |
| 1Y | +41.4% | -15.7% | +57.1% | +46.5% |
| 3Y | +239.2% | +47.7% | +191.4% | +197.7% |
| All | +185.7% | -19.3% | +205.0% | +176.4% |
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