+211.0%
RSP vs GS
+452.1%
-241.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | +2.4% | +5.9% | -3.5% | -0.3% |
| 30D | +4.3% | +4.3% | 0.0% | +2.1% |
| 3M | -0.3% | -11.7% | +11.3% | +5.0% |
| 6M | +9.8% | -3.2% | +13.0% | +9.5% |
| YTD | +16.8% | +5.8% | +11.0% | +10.6% |
| 1Y | +19.5% | +16.0% | +3.5% | +8.1% |
| 3Y | +65.1% | +199.8% | -134.6% | -10.0% |
| 5Y | +48.7% | +155.5% | -106.8% | -13.8% |
| All | +211.0% | +452.1% | -241.2% | +18.3% |
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