+3,759.0%
FIX vs GAP
+7.3%
+3,751.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.0% | +7.0% | +5.6% |
| 7D | +6.4% | -9.3% | +15.8% | +9.3% |
| 30D | -29.1% | -5.5% | -23.6% | -28.3% |
| 3M | -31.1% | +3.5% | -34.6% | -32.6% |
| 6M | -42.8% | +0.7% | -43.5% | -44.2% |
| YTD | +24.6% | -13.4% | +38.0% | +25.6% |
| 1Y | +21.9% | -7.7% | +29.6% | +20.5% |
| 3Y | +524.9% | +74.4% | +450.5% | +378.3% |
| 5Y | +1,092.2% | +5.3% | +1,086.9% | +884.6% |
| 10Y | +3,759.0% | +4.7% | +3,754.4% | +2,327.1% |
| All | +3,759.0% | +7.3% | +3,751.7% | +2,327.1% |
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 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