+12.2%
GAP vs RVTY
-32.1%
+44.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +0.9% |
| 7D | +1.7% | +0.4% | +1.3% | +1.5% |
| 30D | +9.3% | +10.8% | -1.5% | +3.8% |
| 3M | +6.1% | +26.8% | -20.7% | -6.1% |
| 6M | -2.3% | +39.3% | -41.6% | -18.6% |
| YTD | -10.6% | +31.6% | -42.2% | -23.6% |
| 1Y | -4.4% | +47.7% | -52.1% | -23.3% |
| 3Y | +118.3% | +19.9% | +98.4% | +89.4% |
| 5Y | +12.2% | -32.3% | +44.5% | +17.2% |
| All | +12.2% | -32.1% | +44.3% | +17.2% |
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