+141.0%
GS vs RVTY
-10.3%
+151.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -5.4% | -1.0% | -4.8% |
| 7D | -6.3% | -9.0% | +2.7% | -3.9% |
| 30D | -3.1% | -1.6% | -1.6% | -2.8% |
| 3M | -17.7% | +31.2% | -48.8% | -24.5% |
| 6M | -4.6% | +63.6% | -68.1% | -18.9% |
| YTD | +0.3% | +56.3% | -56.0% | -14.0% |
| 1Y | +11.7% | +63.3% | -51.6% | -5.7% |
| 3Y | +183.6% | +72.4% | +111.1% | +129.1% |
| 5Y | +141.0% | -9.6% | +150.5% | +133.1% |
| All | +141.0% | -10.3% | +151.2% | +133.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling