-4.4%
GAP vs RVTY
+48.7%
-53.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +0.6% |
| 7D | +1.7% | +0.4% | +1.3% | +1.6% |
| 30D | +9.3% | +10.8% | -1.5% | +5.3% |
| 3M | +6.1% | +26.8% | -20.7% | -3.3% |
| 6M | -2.3% | +39.3% | -41.6% | -15.5% |
| YTD | -10.6% | +31.6% | -42.2% | -21.1% |
| 1Y | -4.4% | +47.7% | -52.1% | -20.7% |
| All | -4.4% | +48.7% | -53.1% | -20.7% |
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