+27.9%
GAP vs DTE
+137.8%
-109.9%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.3% | +4.2% | +3.7% |
| 7D | -4.1% | -2.6% | -1.5% | -2.4% |
| 30D | +6.2% | -4.4% | +10.6% | +9.4% |
| 3M | -0.7% | -8.3% | +7.6% | +4.8% |
| 6M | -7.1% | -8.1% | +1.0% | -2.6% |
| YTD | -14.1% | +4.4% | -18.5% | -17.9% |
| 1Y | -8.5% | +0.2% | -8.7% | -10.1% |
| 3Y | +115.4% | +42.6% | +72.8% | +59.4% |
| 5Y | +9.8% | +31.5% | -21.6% | -16.4% |
| All | +27.9% | +137.8% | -109.9% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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