+2,064.0%
GS vs RVTY
+975.7%
+1,088.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.3% |
| 3M | -4.5% | +27.2% | -31.7% | -13.5% |
| 6M | +20.9% | +32.4% | -11.5% | +7.1% |
| YTD | +19.9% | +34.9% | -15.0% | +5.1% |
| 1Y | +41.4% | +52.4% | -11.0% | +17.5% |
| 3Y | +239.2% | +12.3% | +226.9% | +205.3% |
| 5Y | +185.0% | -30.8% | +215.9% | +201.0% |
| 10Y | +655.0% | +150.7% | +504.3% | +362.6% |
| All | +2,064.0% | +975.7% | +1,088.3% | +520.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling