+213.4%
RSP vs AG
+89.9%
+123.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -0.5% |
| 7D | -1.0% | +6.3% | -7.3% | -1.5% |
| 30D | +2.6% | -8.9% | +11.5% | +3.2% |
| 3M | -0.8% | -12.2% | +11.4% | -0.2% |
| 6M | +6.3% | -28.3% | +34.6% | +8.0% |
| YTD | +14.1% | -8.8% | +23.0% | +13.1% |
| 1Y | +18.0% | +39.4% | -21.3% | +13.2% |
| 3Y | +61.0% | +229.4% | -168.4% | +41.1% |
| 5Y | +45.6% | +14.5% | +31.0% | +34.3% |
| All | +213.4% | +89.9% | +123.5% | +171.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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