+1,127.7%
RSP vs GAP
+143.3%
+984.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | -0.8% | -4.5% | +3.7% | +0.3% |
| 30D | -0.3% | +9.0% | -9.4% | -2.7% |
| 3M | +4.3% | +5.0% | -0.7% | +2.4% |
| 6M | +8.8% | -17.8% | +26.6% | +12.1% |
| YTD | +15.3% | -10.4% | +25.7% | +15.9% |
| 1Y | +18.3% | -3.4% | +21.7% | +16.1% |
| 3Y | +52.8% | +111.5% | -58.7% | +12.1% |
| 5Y | +51.7% | +8.8% | +42.9% | +23.8% |
| 10Y | +208.5% | +32.9% | +175.6% | +93.6% |
| All | +1,127.7% | +143.3% | +984.5% | +411.0% |
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