+51.5%
RSP vs GIS
-21.0%
+72.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.5% | -0.8% |
| 7D | -0.4% | -8.3% | +7.9% | +0.9% |
| 30D | -1.5% | +2.2% | -3.7% | -1.9% |
| 3M | +4.8% | +15.7% | -10.9% | +2.1% |
| 6M | +10.3% | -12.0% | +22.2% | +12.4% |
| YTD | +14.1% | -15.0% | +29.0% | +16.7% |
| 1Y | +17.0% | -20.1% | +37.1% | +21.0% |
| 3Y | +54.2% | -34.6% | +88.8% | +63.9% |
| 5Y | +51.5% | -22.8% | +74.3% | +48.7% |
| All | +51.5% | -21.0% | +72.5% | +48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling