+2,271.9%
D vs GAP
+2,258.2%
+13.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | +1.5% | -4.5% | +5.9% | +1.8% |
| 30D | -2.6% | +9.0% | -11.6% | -3.4% |
| 3M | 0.0% | +5.0% | -5.0% | -0.6% |
| 6M | +7.4% | -17.8% | +25.2% | +8.4% |
| YTD | +15.9% | -10.4% | +26.3% | +16.1% |
| 1Y | +18.1% | -3.4% | +21.5% | +17.3% |
| 3Y | +58.4% | +111.5% | -53.1% | +42.7% |
| 5Y | +5.2% | +8.8% | -3.6% | -2.2% |
| 10Y | +35.9% | +32.9% | +3.0% | +14.9% |
| All | +2,271.9% | +2,258.2% | +13.7% | +1,331.8% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling