+3,646.0%
ALL vs GAP
+676.8%
+2,969.2%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.1% | -0.3% | -3.7% |
| 7D | -1.9% | -3.8% | +1.8% | -1.3% |
| 30D | +13.8% | -9.0% | +22.8% | +15.7% |
| 3M | -7.0% | +5.5% | -12.4% | -8.3% |
| 6M | +18.0% | -11.1% | +29.1% | +19.2% |
| YTD | +24.2% | -13.6% | +37.8% | +25.2% |
| 1Y | +31.2% | -2.9% | +34.0% | +29.0% |
| 3Y | +107.5% | +69.6% | +37.9% | +69.3% |
| 5Y | +144.8% | +5.4% | +139.4% | +107.7% |
| 10Y | +375.8% | +17.8% | +357.9% | +239.7% |
| All | +3,646.0% | +676.8% | +2,969.2% | +1,671.9% |
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