-35.5%
DG vs GAP
+2.1%
-37.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | +0.3% | -1.9% | +2.2% | +0.5% |
| 30D | +3.2% | -7.1% | +10.3% | +4.3% |
| 3M | +10.4% | +4.1% | +6.3% | +9.7% |
| 6M | +33.2% | +1.9% | +31.2% | +32.2% |
| YTD | +3.0% | -15.2% | +18.2% | +4.1% |
| 1Y | +31.2% | -10.6% | +41.8% | +31.7% |
| 3Y | +21.8% | +74.6% | -52.8% | +7.0% |
| All | -35.5% | +2.1% | -37.7% | -43.5% |
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