+4.7%
GAP vs FIVE
+535.9%
-531.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.4% |
| 7D | -9.3% | -0.5% | -8.8% | -9.1% |
| 30D | -5.5% | +17.4% | -22.9% | -12.9% |
| 3M | +3.5% | +7.0% | -3.6% | -0.9% |
| 6M | +0.7% | +20.5% | -19.8% | -10.9% |
| YTD | -13.4% | +33.1% | -46.5% | -28.0% |
| 1Y | -7.7% | +67.1% | -74.7% | -32.2% |
| 3Y | +74.4% | +41.9% | +32.5% | +24.9% |
| 5Y | +5.3% | +21.1% | -15.7% | -20.3% |
| 10Y | +4.7% | +518.8% | -514.2% | -67.8% |
| All | +4.7% | +535.9% | -531.3% | -67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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