+141.0%
GS vs RRC
+129.3%
+11.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.7% | -2.7% | -5.7% |
| 7D | -6.3% | -6.9% | +0.5% | -5.2% |
| 30D | -3.1% | +25.4% | -28.6% | -7.3% |
| 3M | -17.7% | +31.9% | -49.6% | -22.0% |
| 6M | -4.6% | +17.2% | -21.8% | -7.9% |
| YTD | +0.3% | +43.4% | -43.1% | -7.8% |
| 1Y | +11.7% | +36.7% | -25.0% | +3.6% |
| 3Y | +183.6% | +38.8% | +144.7% | +157.5% |
| 5Y | +141.0% | +118.3% | +22.7% | +102.0% |
| All | +141.0% | +129.3% | +11.6% | +102.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling