+104.7%
COST vs GAP
+3.0%
+101.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.1% |
| 7D | -2.5% | -6.3% | +3.8% | -2.0% |
| 30D | -4.4% | -0.2% | -4.2% | -4.5% |
| 3M | -8.1% | 0.0% | -8.1% | -8.2% |
| 6M | -9.2% | -8.1% | -1.1% | -9.0% |
| YTD | +5.1% | -16.5% | +21.6% | +6.0% |
| 1Y | -5.1% | -10.5% | +5.4% | -5.1% |
| 3Y | +70.4% | +104.0% | -33.6% | +46.2% |
| 5Y | +104.7% | +6.8% | +97.9% | +76.0% |
| All | +104.7% | +3.0% | +101.7% | +76.0% |
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