+12.2%
GAP vs SPY
+81.8%
-69.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.6% |
| 7D | +1.7% | +0.5% | +1.2% | +0.9% |
| 30D | +9.3% | -0.9% | +10.3% | +10.8% |
| 3M | +6.1% | +3.9% | +2.2% | 0.0% |
| 6M | -2.3% | +14.5% | -16.8% | -20.6% |
| YTD | -10.6% | +12.9% | -23.5% | -25.5% |
| 1Y | -4.4% | +19.4% | -23.8% | -26.5% |
| 3Y | +118.3% | +78.5% | +39.9% | -5.8% |
| 5Y | +12.2% | +81.8% | -69.6% | -51.4% |
| All | +12.2% | +81.8% | -69.6% | -51.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling