+160.8%
EXC vs GAP
+28.3%
+132.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.6% | +4.0% | -0.1% |
| 7D | +0.3% | -3.2% | +3.5% | +0.7% |
| 30D | -0.9% | -0.7% | -0.2% | -0.9% |
| 3M | -2.7% | -0.5% | -2.2% | -2.9% |
| 6M | -9.4% | -5.0% | -4.4% | -9.5% |
| YTD | +3.0% | -14.7% | +17.7% | +3.7% |
| 1Y | +5.1% | -8.6% | +13.8% | +4.7% |
| 3Y | +20.6% | +108.4% | -87.8% | +2.6% |
| 5Y | +45.7% | +5.8% | +39.9% | +31.6% |
| 10Y | +160.8% | +29.6% | +131.2% | +80.2% |
| All | +160.8% | +28.3% | +132.5% | +80.2% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling