+50.4%
RSP vs GM
+84.5%
-34.1%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -1.5% |
| 7D | -3.1% | -1.1% | -2.1% | -2.9% |
| 30D | -3.4% | -3.4% | 0.0% | -2.6% |
| 3M | +3.6% | +8.7% | -5.1% | +1.0% |
| 6M | +9.0% | +15.4% | -6.5% | +4.0% |
| YTD | +12.2% | +6.6% | +5.6% | +9.1% |
| 1Y | +15.6% | +51.5% | -35.9% | +1.0% |
| 3Y | +51.6% | +169.3% | -117.7% | +6.5% |
| 5Y | +50.4% | +81.6% | -31.1% | +12.7% |
| All | +50.4% | +84.5% | -34.1% | +12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling