+18.5%
GAP vs FIVE
+868.1%
-849.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.1% | -4.6% | -1.8% |
| 7D | -4.5% | +4.3% | -8.7% | -6.4% |
| 30D | +9.0% | +12.5% | -3.5% | +2.7% |
| 3M | +5.0% | +31.2% | -26.2% | -7.9% |
| 6M | -17.8% | +14.4% | -32.2% | -24.4% |
| YTD | -10.4% | +33.9% | -44.3% | -23.5% |
| 1Y | -3.4% | +65.1% | -68.4% | -25.4% |
| 3Y | +111.5% | +49.0% | +62.5% | +55.8% |
| 5Y | +8.8% | +30.3% | -21.5% | -16.6% |
| 10Y | +32.9% | +481.1% | -448.2% | -40.4% |
| All | +18.5% | +868.1% | -849.7% | -51.4% |
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