-28.4%
DT vs GAP
+6.6%
-35.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.6% | +5.2% | +1.5% |
| 7D | -0.5% | -3.2% | +2.6% | 0.0% |
| 30D | +0.1% | -0.7% | +0.8% | -0.1% |
| 3M | +24.1% | -0.5% | +24.6% | +23.7% |
| 6M | +30.1% | -5.0% | +35.1% | +29.3% |
| YTD | +16.8% | -14.7% | +31.4% | +17.8% |
| 1Y | -0.1% | -8.6% | +8.5% | -1.2% |
| 3Y | +6.8% | +108.4% | -101.5% | -22.6% |
| 5Y | -28.4% | +5.8% | -34.1% | -44.7% |
| All | -28.4% | +6.6% | -35.0% | -44.7% |
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