+207.1%
RSP vs GPC
+83.6%
+123.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.9% |
| 7D | -0.8% | +1.2% | -2.0% | -1.3% |
| 30D | -0.3% | +6.0% | -6.3% | -2.8% |
| 3M | +4.3% | +42.6% | -38.3% | -11.2% |
| 6M | +8.8% | +22.8% | -13.9% | -1.5% |
| YTD | +15.3% | +15.5% | -0.2% | +5.9% |
| 1Y | +18.3% | +2.0% | +16.2% | +14.7% |
| 3Y | +52.8% | -1.4% | +54.2% | +44.9% |
| 5Y | +51.7% | +30.6% | +21.1% | +22.9% |
| All | +207.1% | +83.6% | +123.5% | +100.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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