+179.2%
GAP vs RCAT
-100.0%
+279.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +0.5% |
| 7D | -4.5% | -1.4% | -3.1% | -4.5% |
| 30D | +9.0% | -3.3% | +12.4% | +9.0% |
| 3M | +5.0% | -43.2% | +48.2% | +5.1% |
| 6M | -17.8% | -43.2% | +25.4% | -17.8% |
| YTD | -10.4% | +5.5% | -15.9% | -10.4% |
| 1Y | -3.4% | -1.6% | -1.7% | -3.5% |
| 3Y | +111.5% | +773.7% | -662.2% | +110.6% |
| 5Y | +8.8% | +187.6% | -178.8% | +8.4% |
| 10Y | +32.9% | -98.5% | +131.3% | +31.0% |
| All | +179.2% | -100.0% | +279.2% | +169.6% |
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