+476.0%
A vs GAP
+6.6%
+469.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | -1.9% | -4.5% | +2.5% | -0.9% |
| 30D | +6.9% | +9.0% | -2.1% | +4.3% |
| 3M | +9.2% | +5.0% | +4.2% | +7.3% |
| 6M | +25.7% | -17.8% | +43.5% | +29.6% |
| YTD | +11.5% | -10.4% | +21.9% | +12.4% |
| 1Y | +18.4% | -3.4% | +21.7% | +16.7% |
| 3Y | +26.6% | +111.5% | -84.9% | -4.2% |
| 5Y | -12.8% | +8.8% | -21.6% | -27.3% |
| 10Y | +247.2% | +32.9% | +214.3% | +126.3% |
| All | +476.0% | +6.6% | +469.4% | +177.0% |
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