+408.9%
GS vs RVMD
+634.9%
-226.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | 0.0% |
| 7D | +3.4% | -1.2% | +4.6% | +3.6% |
| 30D | +0.2% | +1.1% | -0.9% | 0.0% |
| 3M | -0.3% | +39.6% | -39.9% | -4.7% |
| 6M | +27.4% | +110.7% | -83.3% | +13.9% |
| YTD | +19.6% | +160.3% | -140.6% | +2.6% |
| 1Y | +42.5% | +404.9% | -362.4% | +10.3% |
| 3Y | +240.4% | +545.5% | -305.0% | +146.3% |
| 5Y | +188.9% | +584.7% | -395.8% | +95.6% |
| All | +408.9% | +634.9% | -226.1% | +194.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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