-69.7%
RAM vs GAP
+16.3%
-86.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +8.0% | -18.3% | -5.8% |
| 7D | -31.3% | +8.0% | -39.2% | -27.6% |
| 30D | -49.4% | +2.7% | -52.1% | -48.0% |
| 3M | -41.4% | +16.0% | -57.4% | -33.5% |
| All | -69.7% | +16.3% | -86.0% | -64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 6mo: compounded portfolio wealth divided by compounded GAP 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…
6mo analysis · Full analysis span regression · Available span rolling