+50.4%
RSP vs GPN
-46.4%
+96.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.4% | -1.2% |
| 7D | -3.1% | -3.5% | +0.4% | -2.2% |
| 30D | -3.4% | +3.1% | -6.5% | -4.3% |
| 3M | +3.6% | +42.3% | -38.7% | -6.4% |
| 6M | +9.0% | +20.9% | -11.9% | +2.4% |
| YTD | +12.2% | +15.2% | -3.0% | +6.2% |
| 1Y | +15.6% | +5.4% | +10.1% | +11.9% |
| 3Y | +51.6% | -27.4% | +79.0% | +60.6% |
| 5Y | +50.4% | -44.2% | +94.6% | +65.8% |
| All | +50.4% | -46.4% | +96.8% | +65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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