-21.7%
RMD vs GAP
+11.7%
-33.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.2% |
| 7D | -4.5% | +1.7% | -6.2% | -4.7% |
| 30D | +4.6% | +9.3% | -4.7% | +3.2% |
| 3M | +14.8% | +6.1% | +8.7% | +13.6% |
| 6M | -12.1% | -2.3% | -9.8% | -12.2% |
| YTD | -7.5% | -10.6% | +3.1% | -6.9% |
| 1Y | -20.1% | -4.4% | -15.6% | -20.5% |
| 3Y | +53.9% | +118.3% | -64.4% | +32.0% |
| All | -21.7% | +11.7% | -33.4% | -33.0% |
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