+50.4%
RSP vs GWRE
+14.4%
+36.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.5% |
| 7D | -3.1% | -30.9% | +27.8% | +2.1% |
| 30D | -3.4% | -20.7% | +17.3% | -0.6% |
| 3M | +3.6% | +20.2% | -16.5% | -1.0% |
| 6M | +9.0% | -11.9% | +20.8% | +8.9% |
| YTD | +12.2% | -30.3% | +42.5% | +17.1% |
| 1Y | +15.6% | -44.6% | +60.2% | +26.6% |
| 3Y | +51.6% | +48.8% | +2.9% | +24.6% |
| 5Y | +50.4% | +14.8% | +35.7% | +29.6% |
| All | +50.4% | +14.4% | +36.0% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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