+211.0%
RSP vs GM
+205.9%
+5.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +2.4% | -0.2% | +2.6% | +2.4% |
| 30D | +4.3% | +3.6% | +0.7% | +2.8% |
| 3M | -0.3% | -0.2% | -0.1% | -0.8% |
| 6M | +9.8% | +13.9% | -4.1% | +4.2% |
| YTD | +16.8% | +6.5% | +10.4% | +12.6% |
| 1Y | +19.5% | +20.7% | -1.2% | +10.4% |
| 3Y | +65.1% | +229.5% | -164.3% | +3.4% |
| 5Y | +48.7% | +41.5% | +7.2% | +21.3% |
| All | +211.0% | +205.9% | +5.1% | +74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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