+178.7%
GAP vs RCAT
-100.0%
+278.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +11.4% | -7.9% | +3.5% |
| 7D | 0.0% | +1.1% | -1.1% | 0.0% |
| 30D | -4.3% | -22.0% | +17.7% | -4.3% |
| 3M | +9.4% | -51.1% | +60.5% | +9.5% |
| 6M | -3.3% | -56.6% | +53.3% | -3.2% |
| YTD | -10.5% | -43.3% | +32.7% | -10.5% |
| 1Y | -2.4% | -51.5% | +49.1% | -2.3% |
| 3Y | +80.1% | +411.4% | -331.3% | +79.5% |
| 5Y | +6.5% | +74.4% | -68.0% | +6.2% |
| 10Y | +14.6% | -99.6% | +114.2% | +13.1% |
| All | +178.7% | -100.0% | +278.7% | +169.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling