+286.5%
C vs GAP
+34.2%
+252.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +3.2% | +1.7% | +1.4% | +2.7% |
| 30D | +1.3% | +9.3% | -8.0% | -1.7% |
| 3M | +3.1% | +6.1% | -3.0% | +0.6% |
| 6M | +29.6% | -2.3% | +31.9% | +28.3% |
| YTD | +19.0% | -10.6% | +29.5% | +20.2% |
| 1Y | +45.6% | -4.4% | +50.1% | +43.3% |
| 3Y | +269.3% | +118.3% | +151.0% | +155.8% |
| 5Y | +131.6% | +12.2% | +119.4% | +83.6% |
| 10Y | +286.5% | +33.7% | +252.8% | +122.9% |
| All | +286.5% | +34.2% | +252.4% | +122.9% |
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 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