+53.9%
F vs GAP
+9.0%
+45.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.3% |
| 7D | +5.3% | -4.5% | +9.8% | +6.6% |
| 30D | +4.6% | +9.0% | -4.5% | +1.7% |
| 3M | -3.7% | +5.0% | -8.7% | -5.5% |
| 6M | +16.8% | -17.8% | +34.6% | +21.1% |
| YTD | +15.3% | -10.4% | +25.7% | +16.5% |
| 1Y | +31.0% | -3.4% | +34.4% | +28.9% |
| 3Y | +45.4% | +111.5% | -66.0% | +0.7% |
| All | +53.9% | +9.0% | +45.0% | +14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling