+42.5%
GS vs RVMD
+414.4%
-372.0%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | -0.2% |
| 7D | +3.4% | -1.2% | +4.6% | +3.4% |
| 30D | +0.2% | +1.1% | -0.9% | +0.2% |
| 3M | -0.3% | +39.6% | -39.9% | -0.9% |
| 6M | +27.4% | +110.7% | -83.3% | +26.4% |
| YTD | +19.6% | +160.3% | -140.6% | +18.1% |
| 1Y | +42.5% | +404.9% | -362.4% | +31.3% |
| All | +42.5% | +414.4% | -372.0% | +31.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling