+211.0%
RSP vs GD
+165.7%
+45.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | +2.4% | +2.7% | -0.3% | +0.9% |
| 30D | +4.3% | +8.6% | -4.3% | -0.4% |
| 3M | -0.3% | -7.1% | +6.7% | +3.4% |
| 6M | +9.8% | +7.5% | +2.4% | +4.8% |
| YTD | +16.8% | +9.9% | +6.9% | +9.3% |
| 1Y | +19.5% | +7.6% | +11.9% | +13.1% |
| 3Y | +65.1% | +56.2% | +8.9% | +23.8% |
| 5Y | +48.7% | +100.6% | -51.9% | -6.0% |
| All | +211.0% | +165.7% | +45.2% | +66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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