+15.6%
RSP vs GIS
-23.7%
+39.2%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.4% | -0.4% |
| 7D | -3.1% | -8.4% | +5.3% | -2.4% |
| 30D | -3.4% | -5.2% | +1.8% | -3.0% |
| 3M | +3.6% | +8.2% | -4.6% | +3.1% |
| 6M | +9.0% | -12.0% | +21.0% | +9.7% |
| YTD | +12.2% | -18.9% | +31.1% | +13.2% |
| 1Y | +15.6% | -23.6% | +39.2% | +16.8% |
| All | +15.6% | -23.7% | +39.2% | +16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling