+209.8%
RSP vs GIS
-19.2%
+229.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.6% |
| 7D | -1.8% | -8.6% | +6.8% | +0.1% |
| 30D | -2.5% | -0.5% | -2.1% | -2.5% |
| 3M | +3.0% | +11.9% | -8.9% | +0.1% |
| 6M | +8.9% | -11.6% | +20.5% | +11.5% |
| YTD | +13.0% | -16.3% | +29.3% | +16.9% |
| 1Y | +16.2% | -21.8% | +38.0% | +22.0% |
| 3Y | +52.7% | -35.7% | +88.3% | +66.3% |
| 5Y | +50.5% | -22.9% | +73.3% | +54.0% |
| 10Y | +209.8% | -16.8% | +226.6% | +208.6% |
| All | +209.8% | -19.2% | +229.0% | +208.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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