+12.2%
GAP vs RRC
+153.5%
-141.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | 0.0% | -0.2% |
| 7D | +1.7% | -1.2% | +2.9% | +2.0% |
| 30D | +9.3% | +9.4% | -0.1% | +6.9% |
| 3M | +6.1% | +7.4% | -1.3% | +3.9% |
| 6M | -2.3% | +1.5% | -3.8% | -3.4% |
| YTD | -10.6% | +19.4% | -30.0% | -15.5% |
| 1Y | -4.4% | +24.2% | -28.7% | -11.0% |
| 3Y | +118.3% | +32.8% | +85.5% | +95.0% |
| 5Y | +12.2% | +152.9% | -140.7% | -16.1% |
| All | +12.2% | +153.5% | -141.3% | -16.1% |
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