+199.8%
GS vs RVMD
+781.3%
-581.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.6% |
| 7D | +5.9% | -10.4% | +16.3% | +7.3% |
| 30D | +4.3% | -11.0% | +15.3% | +5.7% |
| 3M | -11.7% | -14.7% | +3.0% | -10.1% |
| 6M | -3.2% | +14.9% | -18.1% | -5.0% |
| YTD | +5.8% | +116.3% | -110.5% | -7.7% |
| 1Y | +16.0% | +167.6% | -151.6% | -3.7% |
| 3Y | +199.8% | +776.8% | -577.0% | +74.4% |
| All | +199.8% | +781.3% | -581.5% | +74.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling