+3,800.0%
FIX vs GAP
+20.3%
+3,779.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.5% | +5.9% | +8.5% |
| 7D | -7.2% | 0.0% | -7.3% | -7.6% |
| 30D | -35.1% | -4.3% | -30.8% | -34.6% |
| 3M | -34.3% | +9.4% | -43.7% | -36.7% |
| 6M | -42.9% | -3.3% | -39.6% | -43.7% |
| YTD | +19.5% | -10.5% | +30.0% | +19.4% |
| 1Y | +16.8% | -2.4% | +19.2% | +13.7% |
| 3Y | +506.7% | +80.1% | +426.6% | +360.3% |
| 5Y | +1,046.7% | +6.5% | +1,040.2% | +845.5% |
| 10Y | +3,800.0% | +14.6% | +3,785.4% | +2,328.3% |
| All | +3,800.0% | +20.3% | +3,779.7% | +2,328.3% |
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 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