+33.7%
GAP vs DAR
+367.0%
-333.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.2% | -1.7% |
| 7D | +1.7% | -0.9% | +2.6% | +2.1% |
| 30D | +9.3% | +13.0% | -3.6% | +2.6% |
| 3M | +6.1% | +15.0% | -8.9% | -2.1% |
| 6M | -2.3% | +26.8% | -29.1% | -15.1% |
| YTD | -10.6% | +86.4% | -97.0% | -36.2% |
| 1Y | -4.4% | +115.1% | -119.5% | -37.4% |
| 3Y | +118.3% | +14.6% | +103.7% | +86.5% |
| 5Y | +12.2% | -8.8% | +21.0% | +3.5% |
| 10Y | +33.7% | +356.5% | -322.8% | -46.0% |
| All | +33.7% | +367.0% | -333.3% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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