+2,078.7%
GAP vs DTE
+3,620.6%
-1,541.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.0% |
| 7D | -1.9% | +3.4% | -5.3% | -3.5% |
| 30D | -7.1% | +8.9% | -16.0% | -10.9% |
| 3M | +4.1% | +1.1% | +3.0% | +3.5% |
| 6M | +1.9% | +0.1% | +1.8% | +1.5% |
| YTD | -15.2% | +11.1% | -26.3% | -20.3% |
| 1Y | -10.6% | +4.9% | -15.6% | -13.6% |
| 3Y | +74.6% | +58.6% | +16.0% | +35.3% |
| 5Y | +3.7% | +47.3% | -43.6% | -17.8% |
| 10Y | +2.4% | +151.3% | -148.9% | -36.1% |
| All | +2,078.7% | +3,620.6% | -1,541.9% | +280.8% |
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