+2,202.2%
GAP vs RRC
+1,202.2%
+1,000.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.6% |
| 7D | -4.5% | +1.3% | -5.8% | -4.6% |
| 30D | +9.0% | +10.1% | -1.1% | +7.9% |
| 3M | +5.0% | +4.0% | +1.0% | +4.4% |
| 6M | -17.8% | +1.6% | -19.4% | -18.2% |
| YTD | -10.4% | +19.7% | -30.1% | -12.5% |
| 1Y | -3.4% | +21.4% | -24.8% | -6.0% |
| 3Y | +111.5% | +29.7% | +81.8% | +102.8% |
| 5Y | +8.8% | +153.9% | -145.0% | -4.6% |
| 10Y | +32.9% | +10.8% | +22.1% | +12.4% |
| All | +2,202.2% | +1,202.2% | +1,000.0% | +1,679.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling