+1,704.0%
GS vs RMD
+8,056.1%
-6,352.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.2% |
| 7D | -3.2% | +2.3% | -5.5% | -3.9% |
| 30D | -2.4% | +4.1% | -6.5% | -3.7% |
| 3M | -15.7% | +5.7% | -21.4% | -17.5% |
| 6M | -6.8% | +12.9% | -19.7% | -11.3% |
| YTD | -0.1% | -1.5% | +1.5% | -0.9% |
| 1Y | +12.1% | -4.8% | +16.8% | +12.2% |
| 3Y | +185.8% | +57.5% | +128.3% | +136.6% |
| 5Y | +140.1% | -5.5% | +145.6% | +128.2% |
| 10Y | +505.2% | +357.8% | +147.5% | +231.0% |
| All | +1,704.0% | +8,056.1% | -6,352.1% | +352.9% |
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