+654.3%
GS vs RVTY
+150.6%
+503.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +0.9% | +1.1% | -0.2% | +0.5% |
| 30D | -1.6% | +13.2% | -14.8% | -6.1% |
| 3M | -4.5% | +27.2% | -31.7% | -13.1% |
| 6M | +20.9% | +32.4% | -11.5% | +7.6% |
| YTD | +19.9% | +34.9% | -15.0% | +5.6% |
| 1Y | +41.4% | +52.4% | -11.0% | +18.2% |
| 3Y | +239.2% | +12.3% | +226.9% | +207.3% |
| 5Y | +185.0% | -30.8% | +215.9% | +205.9% |
| All | +654.3% | +150.6% | +503.7% | +317.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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