+2,202.2%
GAP vs TAP
+825.0%
+1,377.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -4.5% | -2.3% | -2.2% | -3.8% |
| 30D | +9.0% | -2.1% | +11.2% | +9.7% |
| 3M | +5.0% | +6.6% | -1.6% | +3.1% |
| 6M | -17.8% | -11.5% | -6.3% | -15.1% |
| YTD | -10.4% | -10.3% | -0.1% | -8.0% |
| 1Y | -3.4% | -14.4% | +11.0% | +0.2% |
| 3Y | +111.5% | -28.3% | +139.8% | +129.8% |
| 5Y | +8.8% | +1.7% | +7.1% | +7.6% |
| 10Y | +32.9% | -49.2% | +82.1% | +48.9% |
| All | +2,202.2% | +825.0% | +1,377.2% | +1,327.4% |
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