+12,471.5%
FIX vs GAP
+265.0%
+12,206.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.8% |
| 7D | +6.0% | -4.5% | +10.5% | +7.2% |
| 30D | -7.2% | +9.0% | -16.3% | -9.9% |
| 3M | -15.9% | +5.0% | -20.8% | -17.8% |
| 6M | +12.7% | -17.8% | +30.6% | +16.3% |
| YTD | +72.8% | -10.4% | +83.2% | +73.5% |
| 1Y | +122.9% | -3.4% | +126.3% | +118.9% |
| 3Y | +774.3% | +111.5% | +662.8% | +554.4% |
| 5Y | +2,049.5% | +8.8% | +2,040.7% | +1,691.5% |
| 10Y | +5,821.5% | +32.9% | +5,788.6% | +3,981.8% |
| All | +12,471.5% | +265.0% | +12,206.5% | +6,494.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling