+2,197.1%
GAP vs DTE
+3,521.9%
-1,324.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.7% |
| 7D | +1.7% | +0.9% | +0.8% | +1.3% |
| 30D | +9.3% | -1.9% | +11.2% | +10.2% |
| 3M | +6.1% | -3.3% | +9.4% | +7.6% |
| 6M | -2.3% | -7.1% | +4.8% | +0.8% |
| YTD | -10.6% | +8.1% | -18.7% | -14.8% |
| 1Y | -4.4% | +5.3% | -9.7% | -7.8% |
| 3Y | +118.3% | +48.2% | +70.1% | +74.9% |
| 5Y | +12.2% | +33.2% | -21.0% | -6.4% |
| 10Y | +33.7% | +137.5% | -103.8% | -14.5% |
| All | +2,197.1% | +3,521.9% | -1,324.8% | +306.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling