+849.0%
GAP vs MDY
+2,662.7%
-1,813.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | -4.5% | +0.1% | -4.6% | -4.6% |
| 30D | +9.0% | -1.5% | +10.5% | +10.6% |
| 3M | +5.0% | +0.8% | +4.2% | +3.9% |
| 6M | -17.8% | +7.4% | -25.2% | -23.8% |
| YTD | -10.4% | +15.2% | -25.6% | -22.7% |
| 1Y | -3.4% | +16.5% | -19.9% | -17.2% |
| 3Y | +111.5% | +46.8% | +64.7% | +47.2% |
| 5Y | +8.8% | +46.0% | -37.2% | -19.8% |
| 10Y | +32.9% | +172.1% | -139.2% | -39.0% |
| All | +849.0% | +2,662.7% | -1,813.7% | -36.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling