+81.0%
F vs GAP
+20.3%
+60.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.5% | -2.8% | -0.5% |
| 7D | -0.6% | 0.0% | -0.7% | -0.8% |
| 30D | +2.9% | -4.3% | +7.2% | +4.1% |
| 3M | -9.5% | +9.4% | -18.9% | -12.9% |
| 6M | +4.0% | -3.3% | +7.3% | +3.0% |
| YTD | -1.3% | -10.5% | +9.3% | -0.5% |
| 1Y | -1.9% | -2.4% | +0.4% | -4.3% |
| 3Y | +53.5% | +80.1% | -26.6% | +8.9% |
| 5Y | -15.1% | +6.5% | -21.6% | -33.2% |
| 10Y | +81.0% | +14.6% | +66.4% | +2.5% |
| All | +81.0% | +20.3% | +60.7% | +2.5% |
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 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