+88.3%
DT vs GAP
+39.6%
+48.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.7% |
| 7D | +2.7% | -5.2% | +7.9% | +3.7% |
| 30D | -30.4% | -6.9% | -23.4% | -29.5% |
| 3M | -9.4% | +5.7% | -15.1% | -10.8% |
| 6M | +14.5% | +0.9% | +13.6% | +12.8% |
| YTD | +3.6% | -14.5% | +18.1% | +4.3% |
| 1Y | -3.4% | -12.1% | +8.7% | -3.6% |
| 3Y | -11.1% | +72.2% | -83.3% | -28.5% |
| 5Y | -39.5% | +4.5% | -44.0% | -49.1% |
| All | +88.3% | +39.6% | +48.7% | +36.1% |
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 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