+134.9%
AS vs GAP
+23.6%
+111.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.6% | +1.8% |
| 7D | +6.9% | -3.8% | +10.7% | +8.2% |
| 30D | +16.0% | -9.0% | +25.0% | +19.5% |
| 3M | -12.8% | +5.5% | -18.3% | -15.0% |
| 6M | -15.4% | -11.1% | -4.3% | -13.3% |
| YTD | -15.7% | -13.6% | -2.2% | -13.3% |
| 1Y | +6.1% | -2.9% | +8.9% | +4.7% |
| All | +134.9% | +23.6% | +111.2% | +102.1% |
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