+5.8%
GAP vs TRU
-36.4%
+42.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.8% | -3.8% | -4.2% |
| 7D | -3.2% | -6.5% | +3.3% | -0.3% |
| 30D | -0.7% | -2.5% | +1.8% | +0.2% |
| 3M | -0.5% | +10.4% | -10.8% | -6.0% |
| 6M | -5.0% | +1.6% | -6.6% | -7.3% |
| YTD | -14.7% | -9.7% | -5.0% | -12.8% |
| 1Y | -8.6% | -17.3% | +8.6% | -3.2% |
| 3Y | +108.4% | -1.8% | +110.2% | +96.0% |
| 5Y | +5.8% | -36.2% | +42.0% | +32.7% |
| All | +5.8% | -36.4% | +42.2% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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