+53.0%
RSP vs GAP
+9.0%
+44.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.5% |
| 7D | -0.8% | -4.5% | +3.7% | -0.1% |
| 30D | -0.3% | +9.0% | -9.4% | -1.8% |
| 3M | +4.3% | +5.0% | -0.7% | +3.2% |
| 6M | +8.8% | -17.8% | +26.6% | +11.0% |
| YTD | +15.3% | -10.4% | +25.7% | +15.8% |
| 1Y | +18.3% | -3.4% | +21.7% | +17.1% |
| 3Y | +52.8% | +111.5% | -58.7% | +25.4% |
| All | +53.0% | +9.0% | +44.0% | +28.3% |
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 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