+48.7%
RSP vs GAP
+10.4%
+38.3%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.5% | -1.2% | +1.8% |
| 7D | +0.4% | 0.0% | +0.4% | +0.4% |
| 30D | +3.7% | -4.3% | +8.0% | +4.3% |
| 3M | +0.8% | +9.4% | -8.6% | -1.0% |
| 6M | +9.1% | -3.3% | +12.4% | +8.7% |
| YTD | +16.7% | -10.5% | +27.3% | +17.1% |
| 1Y | +19.7% | -2.4% | +22.1% | +18.3% |
| 3Y | +66.7% | +80.1% | -13.4% | +41.3% |
| 5Y | +48.7% | +6.5% | +42.2% | +23.6% |
| All | +48.7% | +10.4% | +38.3% | +23.6% |
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