+115.7%
GAP vs FIVE
+50.0%
+65.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.1% | -4.6% | -1.4% |
| 7D | -4.5% | +4.3% | -8.7% | -6.1% |
| 30D | +9.0% | +12.5% | -3.5% | +3.6% |
| 3M | +5.0% | +31.2% | -26.2% | -6.3% |
| 6M | -17.8% | +14.4% | -32.2% | -23.5% |
| YTD | -10.4% | +33.9% | -44.3% | -21.9% |
| 1Y | -3.4% | +65.1% | -68.4% | -23.0% |
| All | +115.7% | +50.0% | +65.7% | +43.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling