+186.8%
GS vs RVTY
+73.0%
+113.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -5.4% | -1.0% | -4.9% |
| 7D | -6.3% | -9.0% | +2.7% | -4.0% |
| 30D | -3.1% | -1.6% | -1.6% | -2.8% |
| 3M | -17.7% | +31.2% | -48.8% | -24.2% |
| 6M | -4.6% | +63.6% | -68.1% | -18.7% |
| YTD | +0.3% | +56.3% | -56.0% | -13.9% |
| 1Y | +11.7% | +63.3% | -51.6% | -5.6% |
| All | +186.8% | +73.0% | +113.8% | +121.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling