+672.3%
AU vs GAP
+31.2%
+641.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.3% | +0.5% |
| 7D | -4.3% | -4.1% | -0.2% | -4.2% |
| 30D | +7.3% | +6.2% | +1.1% | +7.1% |
| 3M | +26.3% | -0.7% | +27.0% | +26.3% |
| 6M | +1.8% | -7.1% | +8.9% | +1.8% |
| YTD | +26.8% | -14.1% | +40.9% | +27.0% |
| 1Y | +66.7% | -8.5% | +75.2% | +66.7% |
| 3Y | +579.1% | +115.4% | +463.7% | +571.4% |
| 5Y | +689.3% | +9.8% | +679.5% | +671.6% |
| All | +672.3% | +31.2% | +641.0% | +587.3% |
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