+14.6%
GAP vs ALM
+2,221.4%
-2,206.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +8.1% | -4.6% | +3.2% |
| 7D | 0.0% | +0.7% | -0.7% | 0.0% |
| 30D | -4.3% | -26.1% | +21.8% | -3.4% |
| 3M | +9.4% | -38.1% | +47.5% | +10.8% |
| 6M | -3.3% | -55.4% | +52.1% | -1.4% |
| YTD | -10.5% | -0.4% | -10.1% | -11.3% |
| 1Y | -2.4% | +25.4% | -27.7% | -4.1% |
| 3Y | +80.1% | +907.8% | -827.7% | +61.2% |
| 5Y | +6.5% | +440.2% | -433.7% | -3.7% |
| 10Y | +14.6% | +2,031.1% | -2,016.5% | +0.7% |
| All | +14.6% | +2,221.4% | -2,206.8% | +0.7% |
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