+51.2%
RSP vs GFI
+524.1%
-472.9%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +0.9% |
| 7D | -1.9% | -4.9% | +3.0% | -1.6% |
| 30D | -2.8% | +10.7% | -13.5% | -3.5% |
| 3M | +2.8% | +25.6% | -22.8% | +1.2% |
| 6M | +10.2% | -8.3% | +18.5% | +10.2% |
| YTD | +13.1% | +6.3% | +6.8% | +11.8% |
| 1Y | +14.8% | +22.1% | -7.3% | +12.2% |
| 3Y | +52.6% | +289.2% | -236.6% | +36.0% |
| All | +51.2% | +524.1% | -472.9% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 5y: compounded portfolio wealth divided by compounded GFI 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…
5y analysis · Full analysis span regression · 6 months rolling