+9.1%
RSP vs GM
+14.9%
-5.7%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | -0.4% |
| 7D | +1.8% | -3.4% | +5.2% | +2.3% |
| 30D | +3.5% | +2.7% | +0.8% | +3.2% |
| 3M | +0.2% | -0.4% | +0.6% | +0.3% |
| 6M | +9.1% | +13.3% | -4.2% | +7.1% |
| All | +9.1% | +14.9% | -5.7% | +7.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling