+109.8%
AAPL vs GAP
+6.6%
+103.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.3% | +0.4% |
| 7D | -3.0% | -3.2% | +0.2% | -2.5% |
| 30D | +2.3% | -0.7% | +3.0% | +2.2% |
| 3M | +8.6% | -0.5% | +9.1% | +8.4% |
| 6M | +21.6% | -5.0% | +26.5% | +21.6% |
| YTD | +16.3% | -14.7% | +31.0% | +17.8% |
| 1Y | +35.1% | -8.6% | +43.7% | +34.7% |
| 3Y | +79.4% | +108.4% | -29.0% | +47.6% |
| 5Y | +109.8% | +5.8% | +104.1% | +75.9% |
| All | +109.8% | +6.6% | +103.2% | +75.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling