+66.7%
RSP vs GTLB
+4.0%
+62.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.0% | +4.3% | +2.4% |
| 7D | +0.4% | -9.6% | +10.0% | +1.3% |
| 30D | +3.7% | -14.5% | +18.2% | +5.0% |
| 3M | +0.8% | +20.9% | -20.1% | -1.1% |
| 6M | +9.1% | +81.4% | -72.3% | +3.0% |
| YTD | +16.7% | +25.6% | -8.8% | +13.6% |
| 1Y | +19.7% | +3.4% | +16.2% | +18.7% |
| 3Y | +66.7% | +8.9% | +57.8% | +61.1% |
| All | +66.7% | +4.0% | +62.7% | +61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 3y: compounded portfolio wealth divided by compounded GTLB 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…
3y analysis · Full analysis span regression · 6 months rolling