-3.4%
GAP vs RNG
+144.7%
-148.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.4% | +0.8% |
| 7D | -4.5% | +5.8% | -10.3% | -4.9% |
| 30D | +9.0% | +19.6% | -10.6% | +7.5% |
| 3M | +5.0% | +67.0% | -62.0% | +1.0% |
| 6M | -17.8% | +88.4% | -106.2% | -22.4% |
| YTD | -10.4% | +155.5% | -165.9% | -20.4% |
| 1Y | -3.4% | +141.7% | -145.1% | -15.2% |
| All | -3.4% | +144.7% | -148.1% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling