+2,198.6%
GAP vs TAP
+810.2%
+1,388.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +3.8% |
| 7D | 0.0% | -7.8% | +7.9% | +2.4% |
| 30D | -4.3% | +7.1% | -11.4% | -6.3% |
| 3M | +9.4% | -7.0% | +16.4% | +11.4% |
| 6M | -3.3% | -3.8% | +0.5% | -2.5% |
| YTD | -10.5% | -11.7% | +1.2% | -7.9% |
| 1Y | -2.4% | -10.1% | +7.7% | -0.1% |
| 3Y | +80.1% | -23.7% | +103.8% | +92.3% |
| 5Y | +6.5% | +2.9% | +3.6% | +4.7% |
| 10Y | +14.6% | -49.5% | +64.1% | +28.5% |
| All | +2,198.6% | +810.2% | +1,388.4% | +1,328.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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