+243.0%
GS vs RRC
+31.1%
+211.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +0.9% | +0.2% |
| 7D | +0.9% | +1.3% | -0.4% | +0.7% |
| 30D | -1.6% | +10.1% | -11.7% | -3.4% |
| 3M | -4.5% | +4.0% | -8.5% | -5.4% |
| 6M | +20.9% | +1.6% | +19.3% | +19.5% |
| YTD | +19.9% | +19.7% | +0.2% | +12.8% |
| 1Y | +41.4% | +21.4% | +20.0% | +31.3% |
| All | +243.0% | +31.1% | +211.9% | +201.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling