+14.6%
GAP vs CAPR
-64.9%
+79.5%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +9.4% | -6.0% | +3.3% |
| 7D | 0.0% | +36.0% | -36.0% | -0.7% |
| 30D | -4.3% | +25.8% | -30.1% | -4.9% |
| 3M | +9.4% | +140.8% | -131.4% | +6.5% |
| 6M | -3.3% | -67.6% | +64.3% | -2.5% |
| YTD | -10.5% | -65.9% | +55.3% | -10.2% |
| 1Y | -2.4% | +66.1% | -68.5% | -11.8% |
| 3Y | +80.1% | +256.9% | -176.8% | +49.6% |
| 5Y | +6.5% | +172.1% | -165.6% | -13.0% |
| 10Y | +14.6% | -64.7% | +79.3% | -15.4% |
| All | +14.6% | -64.9% | +79.5% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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