+132.3%
RSP vs GH
+486.6%
-354.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.1% |
| 7D | -1.8% | -0.2% | -1.6% | -1.8% |
| 30D | -2.5% | -2.6% | +0.1% | -2.3% |
| 3M | +3.0% | +25.1% | -22.1% | +0.2% |
| 6M | +8.9% | +78.5% | -69.6% | +1.4% |
| YTD | +13.0% | +59.4% | -46.4% | +6.2% |
| 1Y | +16.2% | +173.9% | -157.6% | +2.2% |
| 3Y | +52.7% | +382.7% | -330.0% | +20.9% |
| 5Y | +50.5% | +24.4% | +26.1% | +31.3% |
| All | +132.3% | +486.6% | -354.3% | +68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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