+5,993.3%
FIX vs GAP
+34.2%
+5,959.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.4% |
| 7D | +6.1% | +1.7% | +4.3% | +5.6% |
| 30D | -2.7% | +9.3% | -12.0% | -5.6% |
| 3M | -10.9% | +6.1% | -17.0% | -13.4% |
| 6M | +29.0% | -2.3% | +31.3% | +27.4% |
| YTD | +76.9% | -10.6% | +87.5% | +77.8% |
| 1Y | +130.7% | -4.4% | +135.2% | +127.0% |
| 3Y | +790.7% | +118.3% | +672.4% | +541.3% |
| 5Y | +2,185.6% | +12.2% | +2,173.4% | +1,764.2% |
| 10Y | +5,993.3% | +33.7% | +5,959.6% | +3,933.1% |
| All | +5,993.3% | +34.2% | +5,959.1% | +3,933.1% |
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