+1,143.3%
RSP vs GAP
+142.9%
+1,000.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.5% | -1.2% | +1.4% |
| 7D | +0.4% | 0.0% | +0.4% | +0.3% |
| 30D | +3.7% | -4.3% | +8.0% | +4.6% |
| 3M | +0.8% | +9.4% | -8.6% | -2.1% |
| 6M | +9.1% | -3.3% | +12.4% | +8.3% |
| YTD | +16.7% | -10.5% | +27.3% | +17.0% |
| 1Y | +19.7% | -2.4% | +22.1% | +17.2% |
| 3Y | +66.7% | +80.1% | -13.4% | +28.0% |
| 5Y | +48.7% | +6.5% | +42.2% | +22.2% |
| 10Y | +215.6% | +14.6% | +201.0% | +109.1% |
| All | +1,143.3% | +142.9% | +1,000.4% | +415.9% |
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