+8.6%
GAP vs DAR
+269.9%
-261.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.7% | -0.3% |
| 7D | -0.1% | -3.8% | +3.7% | +1.7% |
| 30D | -5.4% | -14.4% | +9.0% | +1.5% |
| 3M | +2.9% | -17.9% | +20.8% | +11.7% |
| 6M | -4.4% | -18.3% | +13.9% | +2.9% |
| YTD | -11.6% | +43.2% | -54.8% | -29.1% |
| 1Y | -6.0% | +57.7% | -63.7% | -28.5% |
| 3Y | +78.0% | +22.7% | +55.3% | +42.8% |
| 5Y | +8.5% | -34.0% | +42.5% | +17.2% |
| 10Y | +8.6% | +279.5% | -270.8% | -53.4% |
| All | +8.6% | +269.9% | -261.3% | -53.4% |
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