+420.8%
RSG vs GAP
+31.2%
+389.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.1% | +0.5% |
| 7D | 0.0% | -4.1% | +4.1% | +0.4% |
| 30D | +4.0% | +6.2% | -2.3% | +3.3% |
| 3M | +7.4% | -0.7% | +8.1% | +7.2% |
| 6M | +0.1% | -7.1% | +7.2% | +0.2% |
| YTD | +6.0% | -14.1% | +20.1% | +6.6% |
| 1Y | -3.0% | -8.5% | +5.5% | -3.2% |
| 3Y | +56.5% | +115.4% | -58.9% | +37.7% |
| 5Y | +90.9% | +9.8% | +81.1% | +75.8% |
| All | +420.8% | +31.2% | +389.6% | +312.2% |
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