-2.9%
GAP vs RACE
+3.3%
-6.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.7% | -3.4% |
| 7D | -3.8% | +5.1% | -8.8% | -5.8% |
| 30D | -9.0% | +7.7% | -16.7% | -11.9% |
| 3M | +5.5% | +2.2% | +3.3% | +4.1% |
| 6M | -11.1% | +23.8% | -34.8% | -19.8% |
| YTD | -13.6% | +13.9% | -27.5% | -19.9% |
| 1Y | -2.9% | +3.8% | -6.6% | -4.5% |
| All | -2.9% | +3.3% | -6.1% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 1y: compounded portfolio wealth divided by compounded RACE 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…
1y analysis · Full analysis span regression · 6 months rolling