+40.2%
DUK vs GAP
+3.0%
+37.2%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.8% |
| 7D | -1.7% | -6.3% | +4.6% | -1.6% |
| 30D | -2.2% | -0.2% | -2.0% | -2.3% |
| 3M | -3.7% | 0.0% | -3.7% | -3.7% |
| 6M | -6.3% | -8.1% | +1.8% | -6.3% |
| YTD | +4.5% | -16.5% | +21.0% | +4.7% |
| 1Y | +1.8% | -10.5% | +12.3% | +1.8% |
| 3Y | +46.8% | +104.0% | -57.1% | +39.4% |
| 5Y | +40.2% | +6.8% | +33.5% | +33.3% |
| All | +40.2% | +3.0% | +37.2% | +33.3% |
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