+51.9%
RSP vs GFS
-13.3%
+65.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +0.7% | -5.3% | +6.0% | +1.5% |
| 30D | +3.7% | -15.8% | +19.5% | +6.2% |
| 3M | +0.7% | -18.6% | +19.3% | +3.4% |
| 6M | +9.0% | -45.0% | +54.0% | +18.0% |
| YTD | +16.7% | +16.8% | -0.1% | +7.9% |
| 1Y | +19.0% | +17.8% | +1.2% | +9.6% |
| 3Y | +64.7% | -21.5% | +86.3% | +58.7% |
| 5Y | +49.6% | -29.3% | +78.9% | +42.0% |
| All | +51.9% | -13.3% | +65.2% | +42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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