+27.9%
GAP vs MKTX
+5.0%
+22.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +2.9% | +2.9% |
| 7D | -4.1% | -0.2% | -3.9% | -4.1% |
| 30D | +6.2% | +0.7% | +5.5% | +6.1% |
| 3M | -0.7% | +40.8% | -41.5% | -6.7% |
| 6M | -7.1% | -8.0% | +0.9% | -6.4% |
| YTD | -14.1% | -8.7% | -5.3% | -13.5% |
| 1Y | -8.5% | -11.8% | +3.3% | -7.5% |
| 3Y | +115.4% | -24.0% | +139.4% | +117.2% |
| 5Y | +9.8% | -60.3% | +70.1% | +24.1% |
| All | +27.9% | +5.0% | +22.8% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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