+538.3%
RSP vs GM
+238.5%
+299.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.8% |
| 7D | -0.8% | +1.9% | -2.7% | -1.4% |
| 30D | -0.3% | -1.4% | +1.0% | 0.0% |
| 3M | +4.3% | +5.9% | -1.6% | +1.9% |
| 6M | +8.8% | +12.4% | -3.6% | +3.8% |
| YTD | +15.3% | +8.6% | +6.6% | +10.7% |
| 1Y | +18.3% | +52.6% | -34.3% | +0.4% |
| 3Y | +52.8% | +169.7% | -116.8% | +2.2% |
| 5Y | +51.7% | +87.5% | -35.8% | +11.2% |
| 10Y | +208.5% | +233.0% | -24.5% | +64.4% |
| All | +538.3% | +238.5% | +299.8% | +208.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling