-4.4%
GAP vs FIVE
+65.4%
-69.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -1.0% | -0.5% |
| 7D | +1.7% | +3.7% | -1.9% | +0.5% |
| 30D | +9.3% | +4.0% | +5.4% | +7.5% |
| 3M | +6.1% | +36.2% | -30.1% | -6.0% |
| 6M | -2.3% | +18.0% | -20.3% | -10.4% |
| YTD | -10.6% | +34.9% | -45.5% | -23.3% |
| 1Y | -4.4% | +67.9% | -72.4% | -28.8% |
| All | -4.4% | +65.4% | -69.8% | -28.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling