+51.5%
RSP vs GH
+22.3%
+29.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.8% | -1.0% |
| 7D | -0.4% | -2.1% | +1.7% | -0.2% |
| 30D | -1.5% | -4.5% | +2.9% | -1.1% |
| 3M | +4.8% | +28.9% | -24.1% | +1.8% |
| 6M | +10.3% | +76.5% | -66.2% | +3.2% |
| YTD | +14.1% | +57.6% | -43.5% | +7.8% |
| 1Y | +17.0% | +167.5% | -150.5% | +3.9% |
| 3Y | +54.2% | +377.4% | -323.2% | +23.8% |
| 5Y | +51.5% | +23.8% | +27.7% | +23.3% |
| All | +51.5% | +22.3% | +29.2% | +23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling