+2,451.3%
EXC vs GAP
+2,175.1%
+276.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.2% | -1.5% |
| 7D | -1.2% | -3.8% | +2.6% | -0.8% |
| 30D | +10.0% | -9.0% | +19.0% | +10.9% |
| 3M | +1.6% | +5.5% | -3.8% | +0.8% |
| 6M | +3.3% | -11.1% | +14.3% | +3.8% |
| YTD | +7.6% | -13.6% | +21.1% | +8.0% |
| 1Y | +3.5% | -2.9% | +6.3% | +2.5% |
| 3Y | +27.7% | +69.6% | -42.0% | +14.0% |
| 5Y | +41.1% | +5.4% | +35.8% | +28.5% |
| 10Y | +178.2% | +17.8% | +160.4% | +128.0% |
| All | +2,451.3% | +2,175.1% | +276.2% | +1,115.1% |
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