-3.4%
GAP vs RVTY
+57.1%
-60.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -4.5% | +1.1% | -5.6% | -4.8% |
| 30D | +9.0% | +13.2% | -4.2% | +4.3% |
| 3M | +5.0% | +27.2% | -22.2% | -4.3% |
| 6M | -17.8% | +32.4% | -50.2% | -26.3% |
| YTD | -10.4% | +34.9% | -45.3% | -21.5% |
| 1Y | -3.4% | +52.4% | -55.8% | -20.6% |
| All | -3.4% | +57.1% | -60.5% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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