+438.8%
GS vs RVTY
+211.6%
+227.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.9% |
| 7D | +5.9% | -0.5% | +6.3% | +6.0% |
| 30D | +4.3% | +1.5% | +2.8% | +3.6% |
| 3M | -11.7% | +31.5% | -43.1% | -20.6% |
| 6M | -3.2% | +62.7% | -65.8% | -20.0% |
| YTD | +5.8% | +60.0% | -54.2% | -12.9% |
| 1Y | +16.0% | +65.7% | -49.7% | -5.9% |
| 3Y | +199.8% | +85.2% | +114.6% | +124.5% |
| 5Y | +155.5% | -14.9% | +170.4% | +152.6% |
| All | +438.8% | +211.6% | +227.3% | +191.7% |
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