+44.9%
AMZN vs GAP
+6.6%
+38.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.6% | +2.8% | -0.8% |
| 7D | -1.0% | -3.2% | +2.2% | -0.3% |
| 30D | -9.2% | -0.7% | -8.5% | -9.2% |
| 3M | +3.4% | -0.5% | +3.8% | +3.1% |
| 6M | +18.2% | -5.0% | +23.2% | +18.3% |
| YTD | +9.3% | -14.7% | +24.0% | +11.5% |
| 1Y | +5.9% | -8.6% | +14.6% | +5.9% |
| 3Y | +82.6% | +108.4% | -25.8% | +36.9% |
| 5Y | +44.9% | +5.8% | +39.1% | +12.0% |
| All | +44.9% | +6.6% | +38.3% | +12.0% |
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