+146.2%
B vs GAP
+10.4%
+135.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.5% | +0.7% | +4.0% |
| 7D | +11.3% | 0.0% | +11.3% | +11.3% |
| 30D | +2.9% | -4.3% | +7.3% | +3.1% |
| 3M | -2.9% | +9.4% | -12.3% | -3.4% |
| 6M | -1.2% | -3.3% | +2.1% | -1.4% |
| YTD | -1.3% | -10.5% | +9.2% | -1.2% |
| 1Y | +30.4% | -2.4% | +32.8% | +30.0% |
| 3Y | +195.3% | +80.1% | +115.2% | +185.3% |
| 5Y | +146.2% | +6.5% | +139.8% | +128.1% |
| All | +146.2% | +10.4% | +135.8% | +128.1% |
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 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