+1,507.8%
RL vs GAP
+270.3%
+1,237.5%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.8% | +0.1% |
| 7D | -4.2% | -3.8% | -0.4% | -2.8% |
| 30D | +4.3% | -9.0% | +13.3% | +7.9% |
| 3M | -4.6% | +5.5% | -10.1% | -7.1% |
| 6M | +1.7% | -11.1% | +12.8% | +4.6% |
| YTD | +7.3% | -13.6% | +20.9% | +10.8% |
| 1Y | +20.8% | -2.9% | +23.6% | +19.2% |
| 3Y | +247.0% | +69.6% | +177.3% | +153.0% |
| 5Y | +225.5% | +5.4% | +220.1% | +160.8% |
| 10Y | +363.0% | +17.8% | +345.2% | +204.8% |
| All | +1,507.8% | +270.3% | +1,237.5% | +362.4% |
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 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