+41,132.7%
RMD vs GAP
+747.2%
+40,385.5%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.4% |
| 7D | -5.0% | -4.5% | -0.5% | -4.3% |
| 30D | +2.2% | +9.0% | -6.8% | +0.7% |
| 3M | +17.8% | +5.0% | +12.9% | +16.7% |
| 6M | -11.3% | -17.8% | +6.5% | -9.3% |
| YTD | -4.4% | -10.4% | +6.0% | -3.7% |
| 1Y | -15.7% | -3.4% | -12.3% | -16.4% |
| 3Y | +47.7% | +111.5% | -63.7% | +23.2% |
| 5Y | -19.2% | +8.8% | -28.0% | -28.4% |
| 10Y | +280.4% | +32.9% | +247.5% | +187.9% |
| All | +41,132.7% | +747.2% | +40,385.5% | +18,743.5% |
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