+29.6%
GAP vs RVTY
+134.6%
-104.9%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.5% | -2.0% | -3.3% |
| 7D | -3.2% | -5.4% | +2.2% | -0.4% |
| 30D | -0.7% | +6.7% | -7.4% | -4.4% |
| 3M | -0.5% | +19.0% | -19.5% | -10.1% |
| 6M | -5.0% | +34.6% | -39.6% | -20.8% |
| YTD | -14.7% | +28.3% | -42.9% | -27.3% |
| 1Y | -8.6% | +46.0% | -54.7% | -27.7% |
| 3Y | +108.4% | +16.9% | +91.5% | +79.1% |
| 5Y | +5.8% | -32.9% | +38.7% | +21.7% |
| 10Y | +29.6% | +141.6% | -112.0% | -33.6% |
| All | +29.6% | +134.6% | -104.9% | -33.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling