+50.4%
AMZN vs GAP
+2.1%
+48.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.6% | -0.1% |
| 7D | +2.8% | -1.9% | +4.7% | +3.3% |
| 30D | +5.0% | -7.1% | +12.0% | +6.5% |
| 3M | +0.6% | +4.1% | -3.5% | -0.7% |
| 6M | -1.3% | +1.9% | -3.2% | -2.6% |
| YTD | +15.5% | -15.2% | +30.7% | +17.7% |
| 1Y | +12.2% | -10.6% | +22.9% | +12.8% |
| 3Y | +87.0% | +74.6% | +12.4% | +47.8% |
| All | +50.4% | +2.1% | +48.3% | +15.2% |
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