+1,127.7%
RSP vs GD
+1,797.9%
-670.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.5% |
| 7D | -0.8% | -5.3% | +4.5% | +2.3% |
| 30D | -0.3% | -6.4% | +6.1% | +3.4% |
| 3M | +4.3% | +5.7% | -1.4% | +0.5% |
| 6M | +8.8% | -0.9% | +9.8% | +8.4% |
| YTD | +15.3% | +8.2% | +7.1% | +8.6% |
| 1Y | +18.3% | +13.4% | +4.9% | +8.1% |
| 3Y | +52.8% | +68.5% | -15.7% | +8.0% |
| 5Y | +51.7% | +97.2% | -45.4% | -3.7% |
| 10Y | +208.5% | +190.2% | +18.3% | +48.6% |
| All | +1,127.7% | +1,797.9% | -670.2% | +105.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling