+139.3%
GS vs RMD
-5.3%
+144.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | 0.0% |
| 7D | -3.2% | +2.3% | -5.5% | -3.7% |
| 30D | -2.4% | +4.1% | -6.5% | -3.3% |
| 3M | -15.7% | +5.7% | -21.4% | -17.0% |
| 6M | -6.8% | +12.9% | -19.7% | -9.9% |
| YTD | -0.1% | -1.5% | +1.5% | -0.1% |
| 1Y | +12.1% | -4.8% | +16.8% | +12.9% |
| 3Y | +185.8% | +57.5% | +128.3% | +146.6% |
| All | +139.3% | -5.3% | +144.6% | +134.0% |
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