+162.3%
EXC vs GAP
+34.4%
+127.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | +1.2% | +1.7% | -0.5% | +1.1% |
| 30D | -2.7% | +9.3% | -12.1% | -3.8% |
| 3M | -1.0% | +6.1% | -7.1% | -1.8% |
| 6M | -9.3% | -2.3% | -7.0% | -9.7% |
| YTD | +3.6% | -10.6% | +14.2% | +3.8% |
| 1Y | +5.9% | -4.4% | +10.4% | +5.0% |
| 3Y | +21.3% | +118.3% | -97.0% | +2.7% |
| 5Y | +46.2% | +12.2% | +34.0% | +31.2% |
| All | +162.3% | +34.4% | +127.9% | +80.4% |
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