+437.1%
GS vs RRC
+71.8%
+365.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.7% | -1.3% |
| 7D | +5.1% | +2.5% | +2.6% | +4.6% |
| 30D | +2.4% | +21.1% | -18.7% | -1.4% |
| 3M | -11.5% | +28.4% | -39.9% | -15.8% |
| 6M | -2.5% | +26.5% | -29.0% | -7.3% |
| YTD | +5.5% | +47.0% | -41.6% | -3.1% |
| 1Y | +11.0% | +35.2% | -24.2% | +3.5% |
| 3Y | +200.1% | +61.0% | +139.1% | +167.5% |
| 5Y | +154.7% | +133.6% | +21.1% | +103.6% |
| All | +437.1% | +71.8% | +365.3% | +243.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling