+72.1%
DD vs GAP
+7.5%
+64.6%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.4% |
| 7D | +2.2% | -0.1% | +2.3% | +2.1% |
| 30D | +20.7% | -5.4% | +26.1% | +21.8% |
| 3M | +11.3% | +2.9% | +8.4% | +10.0% |
| 6M | +6.0% | -4.4% | +10.4% | +5.5% |
| YTD | +31.7% | -11.6% | +43.3% | +32.7% |
| 1Y | +32.2% | -6.0% | +38.3% | +31.4% |
| 3Y | +92.7% | +78.0% | +14.7% | +59.1% |
| 5Y | +72.1% | +8.5% | +63.6% | +39.0% |
| All | +72.1% | +7.5% | +64.6% | +39.0% |
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