+1,710.5%
GS vs RMD
+8,195.1%
-6,484.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.5% | -5.9% | -6.2% |
| 7D | -6.3% | -5.3% | -1.0% | -4.8% |
| 30D | -3.1% | +8.4% | -11.6% | -5.7% |
| 3M | -17.7% | +7.1% | -24.8% | -19.7% |
| 6M | -4.6% | +15.8% | -20.3% | -9.9% |
| YTD | +0.3% | +0.2% | +0.1% | -1.1% |
| 1Y | +11.7% | -1.4% | +13.1% | +10.7% |
| 3Y | +183.6% | +61.3% | +122.3% | +133.0% |
| 5Y | +141.0% | -3.9% | +144.8% | +127.8% |
| 10Y | +507.4% | +365.6% | +141.9% | +230.5% |
| All | +1,710.5% | +8,195.1% | -6,484.6% | +352.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling