+15.9%
GS vs RSG
+22.8%
-6.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | 0.0% | +4.7% | +4.7% |
| 7D | +0.8% | +0.3% | +0.5% | +1.0% |
| 30D | +1.2% | +13.8% | -12.6% | +7.5% |
| 3M | -12.4% | +15.4% | -27.8% | -6.2% |
| 6M | -2.3% | +24.1% | -26.5% | +7.1% |
| YTD | +4.6% | +17.8% | -13.2% | +12.5% |
| All | +15.9% | +22.8% | -6.8% | +25.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling