+183.8%
EXC vs GAP
+20.3%
+163.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.4% | -0.3% |
| 7D | -1.7% | 0.0% | -1.8% | -1.8% |
| 30D | +9.3% | -4.3% | +13.6% | +9.7% |
| 3M | +1.0% | +9.4% | -8.4% | -0.2% |
| 6M | +5.9% | -3.3% | +9.2% | +5.6% |
| YTD | +7.6% | -10.5% | +18.2% | +7.6% |
| 1Y | +2.4% | -2.4% | +4.8% | +1.3% |
| 3Y | +30.2% | +80.1% | -49.8% | +13.4% |
| 5Y | +41.4% | +6.5% | +34.9% | +28.0% |
| 10Y | +183.8% | +14.6% | +169.2% | +97.3% |
| All | +183.8% | +20.3% | +163.5% | +97.3% |
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 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