+3,874.2%
RRX vs GAP
+2,258.2%
+1,615.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | +3.4% | -4.5% | +7.9% | +4.5% |
| 30D | -11.1% | +9.0% | -20.2% | -13.3% |
| 3M | -23.7% | +5.0% | -28.7% | -25.2% |
| 6M | -22.0% | -17.8% | -4.2% | -19.4% |
| YTD | +16.5% | -10.4% | +26.9% | +17.8% |
| 1Y | +11.5% | -3.4% | +14.9% | +10.5% |
| 3Y | +1.5% | +111.5% | -110.0% | -19.9% |
| 5Y | +18.3% | +8.8% | +9.4% | +2.7% |
| 10Y | +209.8% | +32.9% | +176.9% | +129.1% |
| All | +3,874.2% | +2,258.2% | +1,615.9% | +1,987.4% |
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