+48.5%
RSP vs GFS
-3.9%
+52.4%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.8% | -1.0% |
| 7D | -0.4% | +2.6% | -3.0% | -0.8% |
| 30D | -1.5% | -16.4% | +14.9% | +1.3% |
| 3M | +4.8% | -41.6% | +46.4% | +13.8% |
| 6M | +10.3% | -3.7% | +14.0% | +7.7% |
| YTD | +14.1% | +29.3% | -15.2% | +4.3% |
| 1Y | +17.0% | +37.1% | -20.1% | +5.3% |
| 3Y | +54.2% | -22.1% | +76.3% | +50.1% |
| All | +48.5% | -3.9% | +52.4% | +37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling