+1,152.9%
RSP vs GIS
+227.5%
+925.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.2% |
| 7D | -0.3% | -4.6% | +4.3% | +1.3% |
| 30D | +4.4% | +6.6% | -2.2% | +1.7% |
| 3M | +1.3% | -8.1% | +9.4% | +3.7% |
| 6M | +10.0% | +4.9% | +5.1% | +6.5% |
| YTD | +17.6% | -21.4% | +39.0% | +26.4% |
| 1Y | +19.2% | -21.6% | +40.8% | +28.1% |
| 3Y | +66.0% | -39.3% | +105.3% | +93.7% |
| 5Y | +50.4% | -33.2% | +83.6% | +64.4% |
| 10Y | +215.7% | -17.3% | +233.0% | +197.0% |
| All | +1,152.9% | +227.5% | +925.4% | +473.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling