+457.2%
GS vs RRX
+224.4%
+232.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | +1.6% | 0.0% | +1.6% | +1.4% |
| 30D | +1.7% | +9.0% | -7.4% | -3.0% |
| 3M | -11.6% | +4.0% | -15.6% | -14.0% |
| 6M | -1.9% | -15.7% | +13.8% | +2.7% |
| YTD | +5.1% | +29.0% | -23.9% | -12.6% |
| 1Y | +16.4% | +35.2% | -18.8% | -5.8% |
| 3Y | +199.0% | +67.7% | +131.2% | +102.8% |
| 5Y | +157.4% | +14.9% | +142.5% | +102.9% |
| 10Y | +457.2% | +216.8% | +240.4% | +120.2% |
| All | +457.2% | +224.4% | +232.9% | +120.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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