+784.0%
AU vs GAP
+52.7%
+731.3%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.6% | +5.2% | +1.0% |
| 7D | +0.6% | -3.2% | +3.8% | +0.9% |
| 30D | +12.3% | -0.7% | +13.0% | +12.1% |
| 3M | +29.4% | -0.5% | +29.8% | +29.1% |
| 6M | +3.2% | -5.0% | +8.2% | +3.2% |
| YTD | +31.8% | -14.7% | +46.5% | +32.7% |
| 1Y | +83.4% | -8.6% | +92.0% | +83.4% |
| 3Y | +623.1% | +108.4% | +514.7% | +554.3% |
| 5Y | +700.5% | +5.8% | +694.7% | +647.2% |
| 10Y | +717.6% | +29.6% | +687.9% | +575.7% |
| All | +784.0% | +52.7% | +731.3% | +538.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling