+208.0%
RSP vs GS
+657.0%
-449.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.5% | -0.5% |
| 7D | -0.8% | +0.9% | -1.7% | -1.2% |
| 30D | -0.3% | -1.6% | +1.2% | +0.2% |
| 3M | +4.3% | -4.5% | +8.8% | +5.4% |
| 6M | +8.8% | +20.9% | -12.1% | -2.0% |
| YTD | +15.3% | +19.9% | -4.6% | +3.5% |
| 1Y | +18.3% | +41.4% | -23.1% | -2.4% |
| 3Y | +52.8% | +239.2% | -186.4% | -20.9% |
| 5Y | +51.7% | +185.0% | -133.3% | -15.9% |
| All | +208.0% | +657.0% | -449.1% | +0.1% |
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