+244.0%
RL vs GAP
+9.0%
+235.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.9% |
| 7D | -0.8% | -4.5% | +3.7% | +0.7% |
| 30D | -7.8% | +9.0% | -16.8% | -10.7% |
| 3M | -4.0% | +5.0% | -9.0% | -6.0% |
| 6M | -1.9% | -17.8% | +15.9% | +3.2% |
| YTD | -0.2% | -10.4% | +10.2% | +1.8% |
| 1Y | +10.7% | -3.4% | +14.1% | +9.6% |
| 3Y | +210.8% | +111.5% | +99.3% | +118.8% |
| All | +244.0% | +9.0% | +235.1% | +184.4% |
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 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