+137.0%
RSP vs GH
+481.7%
-344.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -0.8% | -0.1% | -0.7% | -0.8% |
| 30D | -0.3% | -1.1% | +0.8% | -0.3% |
| 3M | +4.3% | +21.3% | -17.0% | +1.7% |
| 6M | +8.8% | +73.5% | -64.7% | +1.6% |
| YTD | +15.3% | +58.0% | -42.8% | +8.5% |
| 1Y | +18.3% | +163.1% | -144.8% | +4.5% |
| 3Y | +52.8% | +361.0% | -308.2% | +21.7% |
| 5Y | +51.7% | +22.5% | +29.2% | +32.6% |
| All | +137.0% | +481.7% | -344.7% | +71.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling