-1.1%
GAP vs SPY
+307.0%
-308.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.3% |
| 7D | -1.9% | +2.6% | -4.5% | -5.5% |
| 30D | -7.1% | -2.0% | -5.1% | -4.3% |
| 3M | +4.1% | -2.8% | +6.9% | +8.5% |
| 6M | +1.9% | +2.1% | -0.2% | -1.6% |
| YTD | -15.2% | +11.5% | -26.7% | -27.9% |
| 1Y | -10.6% | +13.5% | -24.1% | -25.9% |
| 3Y | +74.6% | +77.7% | -3.1% | -23.0% |
| 5Y | +3.7% | +72.6% | -68.9% | -50.9% |
| All | -1.1% | +307.0% | -308.1% | -86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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