+14.9%
RRX vs GAP
+3.0%
+11.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.4% |
| 7D | -3.7% | -6.3% | +2.6% | -2.0% |
| 30D | -9.3% | -0.2% | -9.1% | -9.7% |
| 3M | -21.8% | 0.0% | -21.8% | -22.5% |
| 6M | -22.0% | -8.1% | -13.9% | -21.3% |
| YTD | +11.9% | -16.5% | +28.4% | +15.5% |
| 1Y | +11.6% | -10.5% | +22.1% | +12.5% |
| 3Y | +2.2% | +104.0% | -101.8% | -20.4% |
| 5Y | +14.9% | +6.8% | +8.1% | -6.9% |
| All | +14.9% | +3.0% | +11.9% | -6.9% |
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 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