+1,127.7%
RSP vs GPC
+803.8%
+323.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -1.1% |
| 7D | -0.8% | +1.2% | -2.0% | -1.4% |
| 30D | -0.3% | +6.0% | -6.3% | -3.5% |
| 3M | +4.3% | +42.6% | -38.3% | -15.2% |
| 6M | +8.8% | +22.8% | -13.9% | -4.5% |
| YTD | +15.3% | +15.5% | -0.2% | +3.1% |
| 1Y | +18.3% | +2.0% | +16.2% | +13.2% |
| 3Y | +52.8% | -1.4% | +54.2% | +41.4% |
| 5Y | +51.7% | +30.6% | +21.1% | +15.7% |
| 10Y | +208.5% | +80.6% | +127.9% | +77.5% |
| All | +1,127.7% | +803.8% | +323.9% | +117.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling