+342.7%
RMD vs GAP
+7.3%
+335.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.9% | +2.1% |
| 7D | -0.8% | -9.3% | +8.5% | +0.3% |
| 30D | +1.7% | -5.5% | +7.2% | +2.4% |
| 3M | +6.4% | +3.5% | +2.9% | +5.7% |
| 6M | +20.7% | +0.7% | +20.0% | +20.1% |
| YTD | -0.2% | -13.4% | +13.2% | +0.7% |
| 1Y | -4.5% | -7.7% | +3.1% | -4.5% |
| 3Y | +70.5% | +74.4% | -3.9% | +53.0% |
| 5Y | -1.6% | +5.3% | -6.9% | -9.9% |
| 10Y | +342.7% | +4.7% | +338.0% | +258.1% |
| All | +342.7% | +7.3% | +335.4% | +258.1% |
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 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