+2,064.0%
GS vs RMD
+7,815.2%
-5,751.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.2% |
| 7D | +0.9% | -5.0% | +5.9% | +2.5% |
| 30D | -1.6% | +2.2% | -3.8% | -2.4% |
| 3M | -4.5% | +17.8% | -22.3% | -9.9% |
| 6M | +20.9% | -11.3% | +32.2% | +24.3% |
| YTD | +19.9% | -4.4% | +24.3% | +20.2% |
| 1Y | +41.4% | -15.7% | +57.1% | +47.2% |
| 3Y | +239.2% | +47.7% | +191.4% | +186.3% |
| 5Y | +185.0% | -19.2% | +204.3% | +185.1% |
| 10Y | +655.0% | +280.4% | +374.6% | +338.4% |
| All | +2,064.0% | +7,815.2% | -5,751.2% | +449.6% |
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