+310.1%
RL vs GAP
+34.2%
+275.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | +1.9% | +1.7% | +0.2% | +1.3% |
| 30D | -12.2% | +9.3% | -21.5% | -15.4% |
| 3M | -6.6% | +6.1% | -12.7% | -9.2% |
| 6M | +3.2% | -2.3% | +5.4% | +2.8% |
| YTD | -1.3% | -10.6% | +9.3% | +0.9% |
| 1Y | +13.6% | -4.4% | +18.0% | +12.6% |
| 3Y | +210.9% | +118.3% | +92.6% | +103.7% |
| 5Y | +246.9% | +12.2% | +234.7% | +172.4% |
| 10Y | +310.1% | +33.7% | +276.4% | +165.4% |
| All | +310.1% | +34.2% | +275.9% | +165.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling