+1,127.7%
RSP vs GIS
+259.7%
+868.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.4% |
| 7D | -0.8% | -7.8% | +7.1% | +2.2% |
| 30D | -0.3% | +6.6% | -6.9% | -2.9% |
| 3M | +4.3% | +21.0% | -16.7% | -3.7% |
| 6M | +8.8% | -9.1% | +17.9% | +11.8% |
| YTD | +15.3% | -13.6% | +28.9% | +20.2% |
| 1Y | +18.3% | -18.0% | +36.3% | +25.5% |
| 3Y | +52.8% | -33.7% | +86.5% | +73.2% |
| 5Y | +51.7% | -19.4% | +71.1% | +54.1% |
| 10Y | +208.5% | -21.3% | +229.7% | +205.4% |
| All | +1,127.7% | +259.7% | +868.0% | +445.7% |
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 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