-1.1%
GAP vs MDY
+165.3%
-166.4%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | -1.9% | +2.3% | -4.2% | -5.2% |
| 30D | -7.1% | +2.0% | -9.1% | -9.8% |
| 3M | +4.1% | -5.6% | +9.7% | +13.4% |
| 6M | +1.9% | +1.3% | +0.6% | -0.6% |
| YTD | -15.2% | +12.3% | -27.5% | -29.0% |
| 1Y | -10.6% | +15.8% | -26.4% | -28.5% |
| 3Y | +74.6% | +56.5% | +18.1% | -9.0% |
| 5Y | +3.7% | +35.1% | -31.5% | -29.7% |
| All | -1.1% | +165.3% | -166.4% | -74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 10y: compounded portfolio wealth divided by compounded MDY 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…
10y analysis · Full analysis span regression · 6 months rolling