+6.8%
GAP vs UUUU
+111.0%
-104.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.3% | +4.2% | -1.3% |
| 7D | -6.3% | -5.0% | -1.3% | -5.7% |
| 30D | -0.2% | -7.8% | +7.5% | +0.5% |
| 3M | 0.0% | -0.4% | +0.5% | -0.8% |
| 6M | -8.1% | -32.9% | +24.8% | -4.8% |
| YTD | -16.5% | -6.3% | -10.2% | -19.3% |
| 1Y | -10.5% | +7.9% | -18.4% | -18.0% |
| 3Y | +104.0% | +85.2% | +18.8% | +57.3% |
| 5Y | +6.8% | +97.0% | -90.2% | -22.5% |
| All | +6.8% | +111.0% | -104.2% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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