+41.6%
AA vs GAP
+1.5%
+40.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -0.9% | -1.5% |
| 7D | +0.5% | -1.9% | +2.4% | +1.2% |
| 30D | -0.6% | -7.1% | +6.5% | +1.6% |
| 3M | -19.7% | +4.1% | -23.8% | -21.6% |
| 6M | -41.6% | +1.9% | -43.5% | -43.3% |
| YTD | -24.6% | -15.2% | -9.4% | -23.6% |
| 1Y | +4.9% | -10.6% | +15.5% | +4.1% |
| 3Y | +66.8% | +74.6% | -7.7% | +16.4% |
| 5Y | -19.4% | +3.7% | -23.1% | -37.4% |
| All | +41.6% | +1.5% | +40.0% | -17.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling