+33.6%
GAP vs FIVE
+477.5%
-443.9%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.1% | -4.6% | -2.2% |
| 7D | -4.5% | +4.3% | -8.7% | -6.7% |
| 30D | +9.0% | +12.5% | -3.5% | +1.6% |
| 3M | +5.0% | +31.2% | -26.2% | -10.0% |
| 6M | -17.8% | +14.4% | -32.2% | -25.6% |
| YTD | -10.4% | +33.9% | -44.3% | -25.7% |
| 1Y | -3.4% | +65.1% | -68.4% | -28.9% |
| 3Y | +111.5% | +49.0% | +62.5% | +46.9% |
| 5Y | +8.8% | +30.3% | -21.5% | -21.3% |
| All | +33.6% | +477.5% | -443.9% | -59.5% |
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