+200.9%
RRX vs GAP
+1.5%
+199.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.4% | -2.0% |
| 7D | +4.3% | -1.9% | +6.3% | +4.9% |
| 30D | +12.3% | -7.1% | +19.4% | +14.2% |
| 3M | +3.7% | +4.1% | -0.5% | +1.5% |
| 6M | -13.9% | +1.9% | -15.8% | -16.0% |
| YTD | +26.5% | -15.2% | +41.7% | +29.4% |
| 1Y | +29.3% | -10.6% | +39.9% | +30.2% |
| 3Y | +65.6% | +74.6% | -9.0% | +31.3% |
| 5Y | +10.6% | +3.7% | +7.0% | -5.9% |
| All | +200.9% | +1.5% | +199.4% | +106.3% |
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