-10.5%
GAP vs RNG
+120.2%
-130.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -2.0% |
| 7D | -6.3% | -9.6% | +3.3% | -5.6% |
| 30D | -0.2% | +8.8% | -9.0% | -0.9% |
| 3M | 0.0% | +78.6% | -78.6% | -4.3% |
| 6M | -8.1% | +70.3% | -78.4% | -12.2% |
| YTD | -16.5% | +140.3% | -156.8% | -25.5% |
| 1Y | -10.5% | +126.6% | -137.1% | -21.1% |
| All | -10.5% | +120.2% | -130.7% | -21.1% |
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