+4.5%
GAP vs FIVE
+18.5%
-14.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -0.6% |
| 7D | -5.2% | +2.4% | -7.6% | -6.3% |
| 30D | -6.9% | +15.8% | -22.8% | -13.1% |
| 3M | +5.7% | +3.8% | +1.9% | +3.2% |
| 6M | +0.9% | +18.5% | -17.6% | -9.1% |
| YTD | -14.5% | +31.2% | -45.7% | -27.5% |
| 1Y | -12.1% | +61.8% | -73.9% | -33.0% |
| 3Y | +72.2% | +39.9% | +32.3% | +28.9% |
| 5Y | +4.5% | +18.3% | -13.8% | -19.5% |
| All | +4.5% | +18.5% | -14.0% | -19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling