+49.6%
RSP vs GWW
+214.5%
-164.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +2.0% |
| 7D | +0.4% | +5.3% | -4.8% | -1.5% |
| 30D | +3.7% | +12.4% | -8.7% | -0.8% |
| 3M | +0.8% | +13.7% | -13.0% | -4.2% |
| 6M | +9.1% | +18.0% | -8.9% | +1.8% |
| YTD | +16.7% | +44.6% | -27.8% | -0.2% |
| 1Y | +19.7% | +53.1% | -33.4% | -0.2% |
| 3Y | +66.7% | +90.2% | -23.5% | +24.9% |
| All | +49.6% | +214.5% | -164.8% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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