+5.8%
GAP vs MDY
+45.8%
-40.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.1% | -3.5% | -3.0% |
| 7D | -3.2% | -0.8% | -2.4% | -2.0% |
| 30D | -0.7% | -3.9% | +3.2% | +5.2% |
| 3M | -0.5% | 0.0% | -0.4% | -0.9% |
| 6M | -5.0% | +8.5% | -13.5% | -16.8% |
| YTD | -14.7% | +13.2% | -27.9% | -29.5% |
| 1Y | -8.6% | +15.0% | -23.7% | -26.0% |
| 3Y | +108.4% | +49.6% | +58.8% | +15.8% |
| 5Y | +5.8% | +46.0% | -40.2% | -36.4% |
| All | +5.8% | +45.8% | -40.1% | -36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling