+12.2%
GAP vs FIVE
+38.7%
-26.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -1.0% | -0.6% |
| 7D | +1.7% | +3.7% | -1.9% | -0.1% |
| 30D | +9.3% | +4.0% | +5.4% | +6.7% |
| 3M | +6.1% | +36.2% | -30.1% | -9.5% |
| 6M | -2.3% | +18.0% | -20.3% | -12.3% |
| YTD | -10.6% | +34.9% | -45.5% | -25.0% |
| 1Y | -4.4% | +67.9% | -72.4% | -28.5% |
| 3Y | +118.3% | +57.3% | +61.0% | +52.2% |
| 5Y | +12.2% | +39.5% | -27.3% | -18.3% |
| All | +12.2% | +38.7% | -26.5% | -18.3% |
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