+642.6%
GS vs RSG
+415.1%
+227.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.1% |
| 7D | +3.4% | -0.7% | +4.1% | +3.8% |
| 30D | +0.2% | +3.3% | -3.1% | -1.7% |
| 3M | -0.3% | +8.5% | -8.8% | -6.1% |
| 6M | +27.4% | -3.5% | +30.9% | +28.2% |
| YTD | +19.6% | +5.5% | +14.2% | +13.2% |
| 1Y | +42.5% | -1.7% | +44.2% | +40.7% |
| 3Y | +240.4% | +56.9% | +183.5% | +137.0% |
| 5Y | +188.9% | +89.4% | +99.5% | +69.2% |
| 10Y | +642.6% | +412.5% | +230.0% | +118.9% |
| All | +642.6% | +415.1% | +227.5% | +118.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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