+546.9%
RSP vs AG
+445.6%
+101.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.3% |
| 7D | -0.8% | +1.0% | -1.8% | -0.9% |
| 30D | -0.3% | +19.2% | -19.5% | -2.0% |
| 3M | +4.3% | +6.2% | -1.9% | +3.2% |
| 6M | +8.8% | -26.7% | +35.5% | +10.7% |
| YTD | +15.3% | +26.1% | -10.9% | +10.9% |
| 1Y | +18.3% | +131.7% | -113.4% | +7.0% |
| 3Y | +52.8% | +255.3% | -202.5% | +28.8% |
| 5Y | +51.7% | +61.9% | -10.2% | +34.0% |
| 10Y | +208.5% | +72.0% | +136.4% | +149.7% |
| All | +546.9% | +445.6% | +101.2% | +219.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling