+193.4%
B vs GAP
+34.2%
+159.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.2% | -1.4% |
| 7D | +2.3% | +1.7% | +0.6% | +2.3% |
| 30D | +1.4% | +9.3% | -8.0% | +1.1% |
| 3M | +12.2% | +6.1% | +6.1% | +12.0% |
| 6M | -2.1% | -2.3% | +0.2% | -2.2% |
| YTD | +2.9% | -10.6% | +13.5% | +3.0% |
| 1Y | +55.3% | -4.4% | +59.7% | +55.2% |
| 3Y | +198.7% | +118.3% | +80.4% | +195.4% |
| 5Y | +153.8% | +12.2% | +141.6% | +149.4% |
| 10Y | +193.4% | +33.7% | +159.7% | +171.6% |
| All | +193.4% | +34.2% | +159.2% | +171.6% |
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