+19.2%
RSP vs GH
+59.9%
-40.7%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.8% |
| 7D | -0.3% | -8.2% | +7.9% | +0.2% |
| 30D | +4.4% | -4.9% | +9.4% | +4.7% |
| 3M | +1.3% | -6.2% | +7.5% | +1.5% |
| 6M | +10.0% | +60.0% | -50.1% | +4.5% |
| YTD | +17.6% | +51.5% | -33.9% | +11.3% |
| 1Y | +19.2% | +58.4% | -39.2% | +12.5% |
| All | +19.2% | +59.9% | -40.7% | +12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling