+2,453.0%
EXC vs GAP
+2,254.5%
+198.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.7% |
| 1Y | +2.4% | -2.4% | +4.8% | +1.4% |
| 3Y | +30.2% | +80.1% | -49.8% | +15.5% |
| 5Y | +41.4% | +6.5% | +34.9% | +28.6% |
| 10Y | +183.8% | +14.6% | +169.2% | +133.3% |
| All | +2,453.0% | +2,254.5% | +198.4% | +1,111.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling