+14.3%
GAP vs FIVE
+822.5%
-808.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.8% | -4.0% |
| 7D | -3.8% | -0.3% | -3.5% | -3.5% |
| 30D | -9.0% | +17.7% | -26.7% | -15.3% |
| 3M | +5.5% | +4.0% | +1.5% | +2.8% |
| 6M | -11.1% | +2.6% | -13.7% | -13.8% |
| YTD | -13.6% | +27.6% | -41.1% | -24.7% |
| 1Y | -2.9% | +59.9% | -62.8% | -23.8% |
| 3Y | +69.6% | +35.8% | +33.8% | +30.4% |
| 5Y | +5.4% | +14.4% | -9.0% | -14.4% |
| 10Y | +17.8% | +576.1% | -558.3% | -48.1% |
| All | +14.3% | +822.5% | -808.2% | -52.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling