+7.1%
GAP vs RVTY
-7.4%
+14.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.8% | -7.0% | -5.4% |
| 7D | -3.8% | -1.2% | -2.6% | -3.6% |
| 30D | -9.0% | +1.0% | -10.0% | -9.9% |
| 3M | +5.5% | +35.8% | -30.4% | -9.8% |
| 6M | -11.1% | +56.7% | -67.8% | -29.9% |
| YTD | -13.6% | +60.7% | -74.3% | -33.5% |
| 1Y | -2.9% | +73.7% | -76.5% | -28.3% |
| 3Y | +69.6% | +82.8% | -13.1% | +19.1% |
| All | +7.1% | -7.4% | +14.6% | -1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling