-4.6%
GS vs RMD
+14.1%
-18.6%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.5% | -5.9% | -6.4% |
| 7D | -6.3% | -5.3% | -1.0% | -6.7% |
| 30D | -3.1% | +8.4% | -11.6% | -2.0% |
| 3M | -17.7% | +7.1% | -24.8% | -16.5% |
| 6M | -4.6% | +15.8% | -20.3% | -2.4% |
| All | -4.6% | +14.1% | -18.6% | -2.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling