+63.8%
DIA vs GAP
+3.0%
+60.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.4% |
| 7D | -3.0% | -6.3% | +3.3% | -2.3% |
| 30D | -3.0% | -0.2% | -2.8% | -3.1% |
| 3M | +4.5% | 0.0% | +4.5% | +4.2% |
| 6M | +9.8% | -8.1% | +17.9% | +10.1% |
| YTD | +9.3% | -16.5% | +25.8% | +10.7% |
| 1Y | +16.0% | -10.5% | +26.4% | +16.1% |
| 3Y | +57.7% | +104.0% | -46.2% | +35.3% |
| 5Y | +63.8% | +6.8% | +57.0% | +43.2% |
| All | +63.8% | +3.0% | +60.8% | +43.2% |
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