+1,052.1%
FIX vs GAP
+3.6%
+1,048.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.5% |
| 7D | +17.0% | -5.2% | +22.2% | +18.2% |
| 30D | -30.6% | -6.9% | -23.7% | -29.8% |
| 3M | -35.0% | +5.7% | -40.7% | -36.3% |
| 6M | -44.0% | +0.9% | -44.9% | -45.0% |
| YTD | +21.1% | -14.5% | +35.6% | +22.5% |
| 1Y | +16.3% | -12.1% | +28.4% | +16.7% |
| 3Y | +507.4% | +72.2% | +435.2% | +406.6% |
| 5Y | +1,052.1% | +4.5% | +1,047.5% | +845.0% |
| All | +1,052.1% | +3.6% | +1,048.5% | +845.0% |
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