+678.6%
AU vs GAP
+8.7%
+669.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.3% | +0.4% |
| 7D | -4.3% | -4.1% | -0.2% | -4.0% |
| 30D | +7.3% | +6.2% | +1.1% | +6.8% |
| 3M | +26.3% | -0.7% | +27.0% | +26.2% |
| 6M | +1.8% | -7.1% | +8.9% | +1.9% |
| YTD | +26.8% | -14.1% | +40.9% | +27.3% |
| 1Y | +66.7% | -8.5% | +75.2% | +66.7% |
| 3Y | +579.1% | +115.4% | +463.7% | +543.3% |
| All | +678.6% | +8.7% | +669.9% | +593.5% |
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