+248.1%
DGX vs GAP
+31.2%
+216.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.2% | +1.4% |
| 7D | -0.9% | -4.1% | +3.2% | -0.5% |
| 30D | -1.2% | +6.2% | -7.4% | -1.8% |
| 3M | +15.8% | -0.7% | +16.5% | +15.6% |
| 6M | +18.2% | -7.1% | +25.3% | +18.3% |
| YTD | +37.2% | -14.1% | +51.3% | +38.0% |
| 1Y | +30.4% | -8.5% | +38.8% | +30.1% |
| 3Y | +96.7% | +115.4% | -18.7% | +72.8% |
| 5Y | +67.2% | +9.8% | +57.3% | +53.2% |
| All | +248.1% | +31.2% | +216.9% | +173.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling