-14.4%
GAP vs TRU
+238.0%
-252.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.9% | +6.4% | +3.5% |
| 7D | -4.5% | -6.8% | +2.3% | -1.2% |
| 30D | +9.0% | 0.0% | +9.0% | +8.7% |
| 3M | +5.0% | +13.3% | -8.3% | -2.6% |
| 6M | -17.8% | +3.4% | -21.2% | -20.7% |
| YTD | -10.4% | -6.4% | -4.0% | -10.2% |
| 1Y | -3.4% | -9.7% | +6.3% | -2.2% |
| 3Y | +111.5% | +0.1% | +111.3% | +90.4% |
| 5Y | +8.8% | -34.0% | +42.9% | +22.8% |
| 10Y | +32.9% | +147.9% | -115.0% | -7.0% |
| All | -14.4% | +238.0% | -252.4% | -44.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling