+217.3%
RRX vs GAP
+31.2%
+186.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.9% | +0.8% | +2.9% |
| 7D | -0.3% | -4.1% | +3.8% | +0.8% |
| 30D | -6.1% | +6.2% | -12.4% | -8.2% |
| 3M | -23.1% | -0.7% | -22.4% | -23.6% |
| 6M | -19.5% | -7.1% | -12.4% | -19.1% |
| YTD | +16.1% | -14.1% | +30.1% | +18.9% |
| 1Y | +12.9% | -8.5% | +21.4% | +13.2% |
| 3Y | +7.9% | +115.4% | -107.4% | -19.5% |
| 5Y | +19.1% | +9.8% | +9.3% | -0.2% |
| All | +217.3% | +31.2% | +186.1% | +115.9% |
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