+3.6%
GAP vs DTE
+46.4%
-42.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.0% |
| 7D | -1.9% | +3.4% | -5.3% | -3.2% |
| 30D | -7.1% | +8.9% | -16.0% | -10.0% |
| 3M | +4.1% | +1.1% | +3.0% | +3.7% |
| 6M | +1.9% | +0.1% | +1.8% | +1.6% |
| YTD | -15.2% | +11.1% | -26.3% | -19.5% |
| 1Y | -10.6% | +4.9% | -15.6% | -13.1% |
| 3Y | +74.6% | +58.6% | +16.0% | +38.5% |
| All | +3.6% | +46.4% | -42.8% | -22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling