+57.5%
DIA vs GAP
+7.5%
+50.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.2% |
| 7D | +0.9% | -0.1% | +1.0% | +0.9% |
| 30D | +1.1% | -5.4% | +6.5% | +1.7% |
| 3M | -2.9% | +2.9% | -5.8% | -3.5% |
| 6M | +5.9% | -4.4% | +10.3% | +5.7% |
| YTD | +9.8% | -11.6% | +21.4% | +10.3% |
| 1Y | +11.7% | -6.0% | +17.8% | +11.2% |
| 3Y | +59.5% | +78.0% | -18.5% | +40.1% |
| 5Y | +57.5% | +8.5% | +49.1% | +36.7% |
| All | +57.5% | +7.5% | +50.1% | +36.7% |
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