+3,716.0%
ALL vs GAP
+705.1%
+3,010.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | 0.0% | -4.5% | +4.5% | +0.9% |
| 30D | -1.5% | +9.0% | -10.5% | -3.2% |
| 3M | +23.6% | +5.0% | +18.6% | +22.0% |
| 6M | +22.3% | -17.8% | +40.1% | +25.1% |
| YTD | +26.5% | -10.4% | +36.9% | +27.0% |
| 1Y | +27.0% | -3.4% | +30.4% | +25.0% |
| 3Y | +149.6% | +111.5% | +38.1% | +94.4% |
| 5Y | +118.1% | +8.8% | +109.3% | +83.8% |
| 10Y | +369.0% | +32.9% | +336.1% | +225.8% |
| All | +3,716.0% | +705.1% | +3,010.8% | +1,697.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling