+42.5%
GS vs RRX
+13.4%
+29.1%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | +3.4% | +4.3% | -0.9% | +2.3% |
| 30D | +0.2% | -8.0% | +8.2% | +2.3% |
| 3M | -0.3% | -22.0% | +21.7% | +4.8% |
| 6M | +27.4% | -11.9% | +39.3% | +28.9% |
| YTD | +19.6% | +17.1% | +2.5% | +13.9% |
| 1Y | +42.5% | +14.9% | +27.6% | +35.3% |
| All | +42.5% | +13.4% | +29.1% | +35.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling