+215.7%
RSP vs GS
+474.9%
-259.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | 0.0% |
| 7D | -0.3% | -0.1% | -0.2% | -0.3% |
| 30D | +4.4% | +3.7% | +0.8% | +2.6% |
| 3M | +1.3% | -10.0% | +11.2% | +5.8% |
| 6M | +10.0% | -1.0% | +11.0% | +8.5% |
| YTD | +17.6% | +7.0% | +10.6% | +10.8% |
| 1Y | +19.2% | +16.6% | +2.6% | +7.5% |
| 3Y | +66.0% | +204.4% | -138.4% | -10.1% |
| 5Y | +50.4% | +160.0% | -109.6% | -13.5% |
| 10Y | +215.7% | +458.9% | -243.2% | +18.9% |
| All | +215.7% | +474.9% | -259.2% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 GS 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