+145.0%
ALL vs GAP
+5.0%
+140.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.1% | -0.3% | -4.1% |
| 7D | -1.9% | -3.8% | +1.8% | -1.6% |
| 30D | +13.8% | -9.0% | +22.8% | +14.6% |
| 3M | -7.0% | +5.5% | -12.4% | -7.6% |
| 6M | +18.0% | -11.1% | +29.1% | +18.7% |
| YTD | +24.2% | -13.6% | +37.8% | +24.8% |
| 1Y | +31.2% | -2.9% | +34.0% | +30.3% |
| 3Y | +107.5% | +69.6% | +37.9% | +84.5% |
| All | +145.0% | +5.0% | +140.0% | +112.7% |
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