+271.5%
RMD vs GAP
+31.2%
+240.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.9% | -3.5% | -0.9% |
| 7D | -4.4% | -4.1% | -0.3% | -4.0% |
| 30D | -3.1% | +6.2% | -9.4% | -4.0% |
| 3M | +13.8% | -0.7% | +14.5% | +13.6% |
| 6M | -8.6% | -7.1% | -1.5% | -8.2% |
| YTD | -8.6% | -14.1% | +5.4% | -7.7% |
| 1Y | -19.7% | -8.5% | -11.2% | -19.6% |
| 3Y | +48.4% | +115.4% | -67.0% | +29.9% |
| 5Y | -22.7% | +9.8% | -32.6% | -29.5% |
| All | +271.5% | +31.2% | +240.2% | +202.4% |
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 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