+54.3%
AR vs GAP
+1.5%
+52.8%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | +7.4% | -1.9% | +9.3% | +7.9% |
| 30D | +5.8% | -7.1% | +12.8% | +7.3% |
| 3M | +5.2% | +4.1% | +1.1% | +2.7% |
| 6M | +5.4% | +1.9% | +3.5% | +2.2% |
| YTD | +12.4% | -15.2% | +27.6% | +13.0% |
| 1Y | +12.8% | -10.6% | +23.4% | +11.1% |
| 3Y | +47.2% | +74.6% | -27.4% | +2.3% |
| 5Y | +101.1% | +3.7% | +97.5% | +54.9% |
| All | +54.3% | +1.5% | +52.8% | -12.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling