+2,121.1%
GAP vs RVTY
+2,899.1%
-778.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.8% | -7.0% | -5.0% |
| 7D | -3.8% | -1.2% | -2.6% | -3.6% |
| 30D | -9.0% | +1.0% | -10.0% | -9.6% |
| 3M | +5.5% | +35.8% | -30.4% | -4.9% |
| 6M | -11.1% | +56.7% | -67.8% | -23.8% |
| YTD | -13.6% | +60.7% | -74.3% | -26.9% |
| 1Y | -2.9% | +73.7% | -76.5% | -19.8% |
| 3Y | +69.6% | +82.8% | -13.1% | +36.9% |
| 5Y | +5.4% | -7.0% | +12.4% | +2.9% |
| 10Y | +17.8% | +212.3% | -194.5% | -18.0% |
| All | +2,121.1% | +2,899.1% | -778.0% | +587.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling