+19.7%
GS vs RRC
+44.7%
-25.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.5% | +7.1% | +3.2% |
| 7D | +0.3% | -6.8% | +7.1% | -0.4% |
| 30D | +3.9% | +34.7% | -30.9% | +8.6% |
| 3M | -11.4% | +31.5% | -43.0% | -7.4% |
| 6M | +3.7% | +21.8% | -18.1% | +7.0% |
| YTD | +7.1% | +48.9% | -41.7% | +12.0% |
| 1Y | +19.7% | +42.1% | -22.4% | +24.4% |
| All | +19.7% | +44.7% | -25.0% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 1y: compounded portfolio wealth divided by compounded RRC 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…
1y analysis · Full analysis span regression · 6 months rolling