+409.9%
GS vs RVMD
+644.5%
-234.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | +0.9% | +1.0% | -0.1% | +0.8% |
| 30D | -1.6% | +6.4% | -8.0% | -2.4% |
| 3M | -4.5% | +34.9% | -39.4% | -8.2% |
| 6M | +20.9% | +107.6% | -86.7% | +8.3% |
| YTD | +19.9% | +163.7% | -143.8% | +2.7% |
| 1Y | +41.4% | +439.2% | -397.8% | +8.4% |
| 3Y | +239.2% | +499.2% | -260.0% | +148.0% |
| 5Y | +185.0% | +621.7% | -436.7% | +91.3% |
| All | +409.9% | +644.5% | -234.6% | +194.1% |
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