+126.0%
DUK vs GAP
+31.2%
+94.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.8% | -0.1% |
| 7D | -0.7% | -4.1% | +3.4% | -0.4% |
| 30D | -2.4% | +6.2% | -8.7% | -2.9% |
| 3M | -3.0% | -0.7% | -2.3% | -3.1% |
| 6M | -6.6% | -7.1% | +0.6% | -6.5% |
| YTD | +4.6% | -14.1% | +18.6% | +5.0% |
| 1Y | +1.2% | -8.5% | +9.7% | +1.0% |
| 3Y | +45.7% | +115.4% | -69.7% | +30.2% |
| 5Y | +40.3% | +9.8% | +30.5% | +30.6% |
| All | +126.0% | +31.2% | +94.8% | +72.6% |
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