+1,788.2%
GS vs RSG
+2,614.3%
-826.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | 0.0% | +4.7% | +4.7% |
| 7D | +0.8% | +0.3% | +0.5% | +0.6% |
| 30D | +1.2% | +13.8% | -12.6% | -4.6% |
| 3M | -12.4% | +15.4% | -27.8% | -18.1% |
| 6M | -2.3% | +24.1% | -26.5% | -12.4% |
| YTD | +4.6% | +17.8% | -13.2% | -4.5% |
| 1Y | +17.5% | +21.5% | -4.0% | +5.6% |
| 3Y | +202.0% | +63.3% | +138.7% | +135.6% |
| 5Y | +152.4% | +97.3% | +55.1% | +79.0% |
| 10Y | +478.5% | +448.1% | +30.4% | +167.5% |
| All | +1,788.2% | +2,614.3% | -826.1% | +378.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling