+325.1%
GS vs RVMD
+581.6%
-256.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.2% | -8.6% | -1.4% |
| 7D | -3.2% | +0.5% | -3.7% | -3.3% |
| 30D | -2.4% | -4.3% | +1.9% | -2.0% |
| 3M | -15.7% | -2.8% | -12.9% | -15.7% |
| 6M | -6.8% | +27.3% | -34.0% | -10.0% |
| YTD | -0.1% | +141.4% | -141.5% | -13.6% |
| 1Y | +12.1% | +213.3% | -201.2% | -6.8% |
| 3Y | +185.8% | +792.7% | -606.9% | +101.1% |
| 5Y | +140.1% | +470.6% | -330.5% | +67.4% |
| All | +325.1% | +581.6% | -256.5% | +147.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling