+7,843.3%
FIX vs GAP
+252.1%
+7,591.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -4.1% | +9.6% | +6.5% |
| 7D | -17.5% | -3.8% | -13.7% | -17.0% |
| 30D | -41.6% | -9.0% | -32.5% | -40.4% |
| 3M | -40.6% | +5.5% | -46.0% | -42.1% |
| 6M | -49.4% | -11.1% | -38.3% | -49.0% |
| YTD | +9.2% | -13.6% | +22.7% | +10.0% |
| 1Y | +6.5% | -2.9% | +9.3% | +3.9% |
| 3Y | +448.7% | +69.6% | +379.1% | +335.2% |
| 5Y | +948.7% | +5.4% | +943.3% | +777.6% |
| 10Y | +3,659.7% | +17.8% | +3,641.9% | +2,567.6% |
| All | +7,843.3% | +252.1% | +7,591.2% | +4,080.8% |
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