-6.1%
RDW vs GAP
+8.7%
-14.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.9% | -5.2% | -3.4% |
| 7D | +0.9% | -4.1% | +5.0% | +2.4% |
| 30D | -21.3% | +6.2% | -27.5% | -23.6% |
| 3M | -37.9% | -0.7% | -37.2% | -38.7% |
| 6M | +12.3% | -7.1% | +19.4% | +13.0% |
| YTD | +39.7% | -14.1% | +53.8% | +44.1% |
| 1Y | +25.7% | -8.5% | +34.2% | +25.9% |
| 3Y | +230.8% | +115.4% | +115.5% | +117.6% |
| All | -6.1% | +8.7% | -14.8% | -30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling