+29.6%
GAP vs RCAT
-98.5%
+128.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -6.5% | +1.9% | -4.5% |
| 7D | -3.2% | -2.3% | -0.9% | -3.2% |
| 30D | -0.7% | -18.7% | +18.0% | -0.6% |
| 3M | -0.5% | -29.3% | +28.8% | -0.4% |
| 6M | -5.0% | -42.3% | +37.3% | -4.9% |
| YTD | -14.7% | +2.5% | -17.2% | -14.8% |
| 1Y | -8.6% | -5.7% | -3.0% | -8.8% |
| 3Y | +108.4% | +764.9% | -656.5% | +106.1% |
| 5Y | +5.8% | +182.3% | -176.5% | +4.7% |
| 10Y | +29.6% | -98.5% | +128.1% | +25.1% |
| All | +29.6% | -98.5% | +128.1% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 10y: compounded portfolio wealth divided by compounded RCAT 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…
10y analysis · Full analysis span regression · 6 months rolling