+456.9%
RSP vs GWRE
+793.8%
-336.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.8% | +6.8% | +0.5% |
| 7D | -0.4% | -25.6% | +25.2% | +5.1% |
| 30D | -1.5% | -12.2% | +10.7% | +0.2% |
| 3M | +4.8% | +17.7% | -12.9% | -0.5% |
| 6M | +10.3% | -11.3% | +21.6% | +9.9% |
| YTD | +14.1% | -25.5% | +39.6% | +17.4% |
| 1Y | +17.0% | -42.8% | +59.8% | +27.8% |
| 3Y | +54.2% | +59.0% | -4.8% | +27.3% |
| 5Y | +51.5% | +21.6% | +29.9% | +30.0% |
| 10Y | +204.4% | +139.2% | +65.2% | +120.1% |
| All | +456.9% | +793.8% | -336.9% | +252.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling