+16.9%
GAP vs RACE
+658.9%
-642.0%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.7% | -3.4% |
| 7D | -3.8% | +5.1% | -8.8% | -6.1% |
| 30D | -9.0% | +7.7% | -16.7% | -12.3% |
| 3M | +5.5% | +2.2% | +3.3% | +4.1% |
| 6M | -11.1% | +23.8% | -34.8% | -20.6% |
| YTD | -13.6% | +13.9% | -27.5% | -20.1% |
| 1Y | -2.9% | +3.8% | -6.6% | -5.9% |
| 3Y | +69.6% | +28.0% | +41.6% | +39.7% |
| 5Y | +5.4% | +64.9% | -59.5% | -25.8% |
| 10Y | +17.8% | +780.4% | -762.5% | -58.4% |
| All | +16.9% | +658.9% | -642.0% | -60.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling