+33.7%
GAP vs ALM
+3,219.4%
-3,185.7%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.8% | -9.0% | -0.5% |
| 7D | +1.7% | +8.4% | -6.7% | +1.4% |
| 30D | +9.3% | +34.8% | -25.5% | +8.1% |
| 3M | +6.1% | +16.2% | -10.1% | +5.1% |
| 6M | -2.3% | +2.1% | -4.4% | -3.1% |
| YTD | -10.6% | +117.0% | -127.6% | -13.6% |
| 1Y | -4.4% | +313.9% | -318.3% | -9.9% |
| 3Y | +118.3% | +2,327.9% | -2,209.6% | +88.1% |
| 5Y | +12.2% | +1,040.6% | -1,028.4% | -1.3% |
| 10Y | +33.7% | +3,219.4% | -3,185.7% | +11.1% |
| All | +33.7% | +3,219.4% | -3,185.7% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling