+99.6%
DE vs GAP
+8.7%
+90.9%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -0.8% |
| 7D | -2.6% | -4.1% | +1.5% | -2.0% |
| 30D | +9.0% | +6.2% | +2.8% | +7.7% |
| 3M | +19.1% | -0.7% | +19.8% | +18.7% |
| 6M | +14.4% | -7.1% | +21.5% | +14.6% |
| YTD | +45.9% | -14.1% | +60.0% | +47.7% |
| 1Y | +43.6% | -8.5% | +52.1% | +43.2% |
| 3Y | +75.9% | +115.4% | -39.5% | +44.9% |
| All | +99.6% | +8.7% | +90.9% | +64.0% |
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