I read this in an anthology approx 1990 - but the stories seemed older, maybe from the 1960's. This man is relaxing in his house while his pre-school daughter is playing with crayons and paper. He notices she's put a half twist in a narrow strip of paper and taped the ends together. As he watches she follows the loop around with her finger, then she uses a pencil to draw a line along the middle until it meets itself.
"That's called a Mobius strip" he tells her. She replies "Oh, so somebody else has already thought of it" At that point he realises she's like supersmart.
She doesn't want to be tested and probed or treated as unusual so they decide she should play the role of an average achiever. She returns from her first day at school and tells how the teacher showed her how to use scissors and another kid helped her fasten her coat. He tells her not to overplay it and not to go too far with appearing a little slow.
Soon she settles in but after a day at school she does her real studies of like really advanced physics and science etc. She gets a friend (a boy I think, maybe) and they hang out doing super clever stuff.
One day Dad notices she's disappeared but then returns and he learns she's been teleporting to another plane of existence, along with her friend - I think, but I'm not certain, that the pair eventually leave altogether, the reasons why they leave I can't remember