+52.4%
RSP vs GM
+160.9%
-108.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.5% |
| 7D | -1.8% | -1.1% | -0.7% | -1.6% |
| 30D | -2.5% | -4.6% | +2.0% | -1.6% |
| 3M | +3.0% | +0.2% | +2.8% | +2.8% |
| 6M | +8.9% | +12.6% | -3.7% | +5.7% |
| YTD | +13.0% | +3.7% | +9.3% | +11.3% |
| 1Y | +16.2% | +45.6% | -29.4% | +5.9% |
| All | +52.4% | +160.9% | -108.5% | +17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling