+1,704.0%
GS vs RSG
+2,615.0%
-911.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.7% | +0.1% |
| 7D | -3.2% | +1.2% | -4.4% | -3.7% |
| 30D | -2.4% | +14.2% | -16.6% | -8.2% |
| 3M | -15.7% | +18.2% | -33.9% | -22.0% |
| 6M | -6.8% | +24.4% | -31.1% | -16.4% |
| YTD | -0.1% | +17.9% | -17.9% | -8.8% |
| 1Y | +12.1% | +22.3% | -10.2% | +0.5% |
| 3Y | +185.8% | +65.1% | +120.6% | +121.8% |
| 5Y | +140.1% | +97.9% | +42.2% | +70.1% |
| 10Y | +505.2% | +464.6% | +40.6% | +176.6% |
| All | +1,704.0% | +2,615.0% | -911.0% | +356.7% |
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 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