+1,027.6%
FIX vs GAP
+2.1%
+1,025.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.5% | -1.2% |
| 7D | +9.4% | -1.9% | +11.3% | +9.9% |
| 30D | -27.8% | -7.1% | -20.7% | -26.9% |
| 3M | -35.6% | +4.1% | -39.7% | -36.6% |
| 6M | -45.2% | +1.9% | -47.1% | -46.4% |
| YTD | +19.5% | -15.2% | +34.7% | +21.1% |
| 1Y | +24.2% | -10.6% | +34.9% | +24.2% |
| 3Y | +494.2% | +74.6% | +419.6% | +394.0% |
| All | +1,027.6% | +2.1% | +1,025.4% | +824.6% |
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