+27.9%
GAP vs MDY
+177.2%
-149.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +1.7% |
| 7D | -4.1% | -1.9% | -2.2% | -1.3% |
| 30D | +6.2% | -4.6% | +10.9% | +14.0% |
| 3M | -0.7% | -1.2% | +0.5% | +0.7% |
| 6M | -7.1% | +9.2% | -16.3% | -19.3% |
| YTD | -14.1% | +13.1% | -27.1% | -28.7% |
| 1Y | -8.5% | +13.0% | -21.5% | -23.6% |
| 3Y | +115.4% | +49.2% | +66.1% | +20.9% |
| 5Y | +9.8% | +47.2% | -37.4% | -34.2% |
| All | +27.9% | +177.2% | -149.3% | -64.1% |
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