+61.0%
RSP vs GD
+54.3%
+6.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.3% | -0.2% |
| 7D | -1.0% | -5.0% | +3.9% | +0.6% |
| 30D | +2.6% | +8.9% | -6.3% | -0.3% |
| 3M | -0.8% | -8.0% | +7.3% | +1.8% |
| 6M | +6.3% | +2.9% | +3.4% | +4.8% |
| YTD | +14.1% | +7.1% | +7.1% | +10.5% |
| 1Y | +18.0% | +5.9% | +12.1% | +14.7% |
| 3Y | +61.0% | +53.9% | +7.2% | +35.5% |
| All | +61.0% | +54.3% | +6.7% | +35.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling