+1,395.2%
RL vs GAP
+283.8%
+1,111.4%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.9% |
| 7D | -0.8% | -4.5% | +3.7% | +0.8% |
| 30D | -7.8% | +9.0% | -16.8% | -11.1% |
| 3M | -4.0% | +5.0% | -9.0% | -6.3% |
| 6M | -1.9% | -17.8% | +15.9% | +3.8% |
| YTD | -0.2% | -10.4% | +10.2% | +2.0% |
| 1Y | +10.7% | -3.4% | +14.1% | +9.3% |
| 3Y | +210.8% | +111.5% | +99.3% | +107.4% |
| 5Y | +238.2% | +8.8% | +229.4% | +168.4% |
| 10Y | +313.4% | +32.9% | +280.5% | +159.6% |
| All | +1,395.2% | +283.8% | +1,111.4% | +325.7% |
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