+2,340.5%
EXC vs GAP
+2,258.2%
+82.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.1% |
| 7D | +0.3% | -4.5% | +4.8% | +0.7% |
| 30D | -3.7% | +9.0% | -12.8% | -4.7% |
| 3M | -1.3% | +5.0% | -6.3% | -2.0% |
| 6M | -9.7% | -17.8% | +8.1% | -8.6% |
| YTD | +2.9% | -10.4% | +13.3% | +3.1% |
| 1Y | +4.4% | -3.4% | +7.8% | +3.4% |
| 3Y | +22.2% | +111.5% | -89.3% | +6.3% |
| 5Y | +46.7% | +8.8% | +37.9% | +33.1% |
| 10Y | +155.3% | +32.9% | +122.4% | +106.7% |
| All | +2,340.5% | +2,258.2% | +82.3% | +1,059.8% |
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 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