+11,671.2%
COST vs GAP
+2,253.0%
+9,418.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -3.2% | +1.7% | -4.9% | -3.5% |
| 30D | -4.0% | +9.3% | -13.3% | -6.0% |
| 3M | -6.5% | +6.1% | -12.6% | -8.1% |
| 6M | -8.5% | -2.3% | -6.2% | -9.2% |
| YTD | +6.0% | -10.6% | +16.6% | +6.5% |
| 1Y | -5.8% | -4.4% | -1.4% | -7.3% |
| 3Y | +71.8% | +118.3% | -46.5% | +28.1% |
| 5Y | +106.2% | +12.2% | +94.0% | +68.2% |
| 10Y | +602.0% | +33.7% | +568.3% | +346.0% |
| All | +11,671.2% | +2,253.0% | +9,418.2% | +2,122.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling