+606.1%
COST vs GAP
+31.2%
+574.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.6% | 0.0% |
| 7D | -1.2% | -4.1% | +2.9% | -0.9% |
| 30D | -4.7% | +6.2% | -10.9% | -5.2% |
| 3M | -7.1% | -0.7% | -6.4% | -7.2% |
| 6M | -8.5% | -7.1% | -1.4% | -8.4% |
| YTD | +5.4% | -14.1% | +19.5% | +6.0% |
| 1Y | -5.6% | -8.5% | +2.9% | -5.8% |
| 3Y | +68.5% | +115.4% | -46.9% | +50.3% |
| 5Y | +105.2% | +9.8% | +95.4% | +88.1% |
| All | +606.1% | +31.2% | +574.8% | +520.9% |
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