+373.0%
RL vs GAP
+20.3%
+352.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.5% | +2.3% | +4.6% |
| 7D | +0.2% | 0.0% | +0.2% | +0.3% |
| 30D | +7.3% | -4.3% | +11.6% | +9.1% |
| 3M | +1.0% | +9.4% | -8.4% | -2.9% |
| 6M | +11.8% | -3.3% | +15.1% | +11.5% |
| YTD | +13.6% | -10.5% | +24.1% | +15.8% |
| 1Y | +24.0% | -2.4% | +26.4% | +22.2% |
| 3Y | +256.6% | +80.1% | +176.5% | +152.8% |
| 5Y | +240.2% | +6.5% | +233.8% | +172.2% |
| 10Y | +373.0% | +14.6% | +358.4% | +213.2% |
| All | +373.0% | +20.3% | +352.6% | +213.2% |
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