+17.0%
RSP vs GAP
-3.2%
+20.2%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -0.4% | +1.7% | -2.1% | -0.6% |
| 30D | -1.5% | +9.3% | -10.9% | -2.7% |
| 3M | +4.8% | +6.1% | -1.3% | +3.9% |
| 6M | +10.3% | -2.3% | +12.6% | +9.6% |
| YTD | +14.1% | -10.6% | +24.7% | +14.5% |
| 1Y | +17.0% | -4.4% | +21.5% | +14.5% |
| All | +17.0% | -3.2% | +20.2% | +14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling