+368.4%
ALL vs GAP
+12.0%
+356.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.1% | +3.0% |
| 7D | -0.1% | -0.1% | -0.1% | -0.2% |
| 30D | +13.8% | -5.4% | +19.2% | +14.5% |
| 3M | -2.8% | +2.9% | -5.7% | -3.4% |
| 6M | +23.7% | -4.4% | +28.1% | +23.4% |
| YTD | +27.3% | -11.6% | +38.9% | +27.7% |
| 1Y | +30.5% | -6.0% | +36.6% | +29.7% |
| 3Y | +113.0% | +78.0% | +35.0% | +81.5% |
| 5Y | +157.6% | +8.5% | +149.1% | +127.3% |
| 10Y | +368.4% | +8.6% | +359.8% | +250.4% |
| All | +368.4% | +12.0% | +356.4% | +250.4% |
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