+221.9%
RL vs GAP
+5.0%
+216.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.8% | 0.0% |
| 7D | -4.2% | -3.8% | -0.4% | -2.9% |
| 30D | +4.3% | -9.0% | +13.3% | +7.4% |
| 3M | -4.6% | +5.5% | -10.1% | -6.8% |
| 6M | +1.7% | -11.1% | +12.8% | +4.3% |
| YTD | +7.3% | -13.6% | +20.9% | +10.5% |
| 1Y | +20.8% | -2.9% | +23.6% | +19.7% |
| 3Y | +247.0% | +69.6% | +177.3% | +168.6% |
| All | +221.9% | +5.0% | +216.9% | +152.1% |
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