+46.1%
RSP vs GS
+138.4%
-92.3%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.4% | +3.5% | -0.4% |
| 7D | -1.4% | -6.3% | +4.9% | +1.0% |
| 30D | +2.1% | -3.1% | +5.3% | +3.3% |
| 3M | -0.9% | -17.7% | +16.7% | +6.6% |
| 6M | +7.5% | -4.6% | +12.1% | +7.5% |
| YTD | +14.6% | +0.3% | +14.3% | +11.2% |
| 1Y | +17.6% | +11.7% | +5.9% | +8.5% |
| 3Y | +60.8% | +183.6% | -122.8% | -9.2% |
| 5Y | +46.1% | +141.0% | -94.8% | -14.6% |
| All | +46.1% | +138.4% | -92.3% | -14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling