+85.6%
ES vs GAP
+20.3%
+65.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.0% | -0.8% |
| 7D | -0.1% | 0.0% | -0.1% | -0.1% |
| 30D | +5.7% | -4.3% | +10.0% | +6.0% |
| 3M | -2.8% | +9.4% | -12.2% | -3.8% |
| 6M | +7.0% | -3.3% | +10.3% | +6.7% |
| YTD | +6.8% | -10.5% | +17.3% | +6.9% |
| 1Y | -0.5% | -2.4% | +1.9% | -1.2% |
| 3Y | +47.2% | +80.1% | -32.9% | +33.8% |
| 5Y | +2.3% | +6.5% | -4.2% | -4.7% |
| 10Y | +85.6% | +14.6% | +71.0% | +40.8% |
| All | +85.6% | +20.3% | +65.3% | +40.8% |
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