+169.3%
GAP vs RCAT
-100.0%
+269.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +18.6% | -22.8% | -4.2% |
| 7D | -3.8% | -12.7% | +9.0% | -3.7% |
| 30D | -9.0% | -34.3% | +25.3% | -9.0% |
| 3M | +5.5% | -53.4% | +58.9% | +5.6% |
| 6M | -11.1% | -62.0% | +50.9% | -11.0% |
| YTD | -13.6% | -49.1% | +35.5% | -13.5% |
| 1Y | -2.9% | -53.1% | +50.3% | -2.8% |
| 3Y | +69.6% | +318.7% | -249.0% | +69.1% |
| 5Y | +5.4% | +48.5% | -43.1% | +5.1% |
| 10Y | +17.8% | -99.6% | +117.5% | +16.3% |
| All | +169.3% | -100.0% | +269.3% | +160.4% |
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