+6.5%
GAP vs RRC
+111.3%
-104.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.4% |
| 7D | 0.0% | -10.3% | +10.4% | +2.6% |
| 30D | -4.3% | +19.5% | -23.8% | -9.1% |
| 3M | +9.4% | +27.9% | -18.5% | +1.9% |
| 6M | -3.3% | +21.2% | -24.5% | -9.1% |
| YTD | -10.5% | +39.6% | -50.1% | -19.6% |
| 1Y | -2.4% | +31.3% | -33.6% | -11.0% |
| 3Y | +80.1% | +51.9% | +28.2% | +54.0% |
| 5Y | +6.5% | +110.2% | -103.7% | -17.7% |
| All | +6.5% | +111.3% | -104.8% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 5y: compounded portfolio wealth divided by compounded RRC 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…
5y analysis · Full analysis span regression · 6 months rolling