+4.5%
GAP vs RACE
+62.4%
-57.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | 0.0% |
| 7D | -5.2% | -4.0% | -1.2% | -3.0% |
| 30D | -6.9% | +3.5% | -10.5% | -8.4% |
| 3M | +5.7% | -0.4% | +6.1% | +5.8% |
| 6M | +0.9% | +23.2% | -22.2% | -10.0% |
| YTD | -14.5% | +11.0% | -25.5% | -20.1% |
| 1Y | -12.1% | -2.2% | -9.9% | -12.1% |
| 3Y | +72.2% | +22.5% | +49.6% | +37.8% |
| 5Y | +4.5% | +63.2% | -58.6% | -39.4% |
| All | +4.5% | +62.4% | -57.8% | -39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling