+2,105.4%
FIX vs GAP
+9.0%
+2,096.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.8% |
| 7D | +6.0% | -4.5% | +10.5% | +7.0% |
| 30D | -7.2% | +9.0% | -16.3% | -9.5% |
| 3M | -15.9% | +5.0% | -20.8% | -17.5% |
| 6M | +12.7% | -17.8% | +30.6% | +16.1% |
| YTD | +72.8% | -10.4% | +83.2% | +73.8% |
| 1Y | +122.9% | -3.4% | +126.3% | +119.7% |
| 3Y | +774.3% | +111.5% | +662.8% | +588.8% |
| All | +2,105.4% | +9.0% | +2,096.5% | +1,781.9% |
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