-10.5%
COMP vs GAP
+5.8%
-16.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.0% | +4.7% | +3.5% |
| 7D | +2.2% | -9.3% | +11.5% | +6.1% |
| 30D | +16.3% | -5.5% | +21.8% | +18.9% |
| 3M | -19.1% | +3.5% | -22.6% | -20.8% |
| 6M | +17.1% | +0.7% | +16.4% | +14.9% |
| YTD | -2.9% | -13.4% | +10.4% | +0.9% |
| 1Y | +8.8% | -7.7% | +16.5% | +9.9% |
| 3Y | +423.5% | +74.4% | +349.0% | +229.1% |
| 5Y | -10.5% | +5.3% | -15.8% | -47.0% |
| All | -10.5% | +5.8% | -16.3% | -47.0% |
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