+371.6%
ALL vs GAP
+1.5%
+370.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | +5.0% | -1.9% | +6.9% | +5.3% |
| 30D | +13.3% | -7.1% | +20.4% | +14.3% |
| 3M | +3.2% | +4.1% | -0.9% | +2.3% |
| 6M | +25.3% | +1.9% | +23.4% | +24.1% |
| YTD | +30.5% | -15.2% | +45.7% | +31.6% |
| 1Y | +29.2% | -10.6% | +39.8% | +29.2% |
| 3Y | +119.1% | +74.6% | +44.5% | +87.1% |
| 5Y | +162.6% | +3.7% | +159.0% | +133.2% |
| All | +371.6% | +1.5% | +370.1% | +254.3% |
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