+583.4%
DG vs GAP
+66.6%
+516.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.4% |
| 7D | +8.4% | -4.5% | +12.9% | +9.0% |
| 30D | +4.9% | +9.0% | -4.1% | +3.5% |
| 3M | +29.3% | +5.0% | +24.3% | +28.2% |
| 6M | -11.3% | -17.8% | +6.5% | -9.7% |
| YTD | +1.8% | -10.4% | +12.1% | +2.2% |
| 1Y | +25.3% | -3.4% | +28.7% | +24.4% |
| 3Y | +9.1% | +111.5% | -102.4% | -6.9% |
| 5Y | -34.9% | +8.8% | -43.7% | -41.5% |
| 10Y | +108.2% | +32.9% | +75.3% | +69.0% |
| All | +583.4% | +66.6% | +516.8% | +411.1% |
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