+117.1%
AA vs GAP
+27.6%
+89.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.1% | -2.7% | -4.1% |
| 7D | -5.4% | -6.3% | +0.9% | -3.3% |
| 30D | -10.7% | -0.2% | -10.4% | -11.2% |
| 3M | -26.2% | 0.0% | -26.2% | -27.0% |
| 6M | -20.9% | -8.1% | -12.8% | -20.8% |
| YTD | -8.6% | -16.5% | +7.8% | -6.5% |
| 1Y | +57.4% | -10.5% | +67.8% | +56.4% |
| 3Y | +77.8% | +104.0% | -26.2% | +17.2% |
| 5Y | +2.7% | +6.8% | -4.1% | -21.0% |
| All | +117.1% | +27.6% | +89.6% | +27.4% |
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