+4.4%
RDW vs GAP
+15.6%
-11.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +2.3% |
| 7D | +4.8% | -6.3% | +11.1% | +7.2% |
| 30D | -19.5% | -0.2% | -19.3% | -20.0% |
| 3M | -26.9% | 0.0% | -26.9% | -27.9% |
| 6M | +17.8% | -8.1% | +25.9% | +19.0% |
| YTD | +43.0% | -16.5% | +59.5% | +48.8% |
| 1Y | +32.1% | -10.5% | +42.5% | +33.4% |
| 3Y | +250.6% | +104.0% | +146.7% | +149.2% |
| 5Y | -6.6% | +6.8% | -13.4% | -30.4% |
| All | +4.4% | +15.6% | -11.2% | -27.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling