+157.6%
B vs GAP
+9.0%
+148.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.2% |
| 7D | -1.6% | -4.5% | +2.9% | -1.4% |
| 30D | +9.4% | +9.0% | +0.4% | +8.9% |
| 3M | +5.0% | +5.0% | 0.0% | +4.7% |
| 6M | -3.5% | -17.8% | +14.3% | -3.0% |
| YTD | +4.5% | -10.4% | +14.9% | +4.6% |
| 1Y | +67.8% | -3.4% | +71.2% | +67.4% |
| 3Y | +196.7% | +111.5% | +85.2% | +186.4% |
| All | +157.6% | +9.0% | +148.7% | +135.2% |
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