+122.7%
GAP vs UUUU
-91.9%
+214.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.3% | -0.3% |
| 7D | +1.7% | +2.8% | -1.1% | +1.5% |
| 30D | +9.3% | +3.4% | +5.9% | +8.9% |
| 3M | +6.1% | -3.9% | +10.0% | +5.9% |
| 6M | -2.3% | -23.2% | +20.9% | -1.4% |
| YTD | -10.6% | +0.6% | -11.1% | -12.1% |
| 1Y | -4.4% | +22.9% | -27.3% | -8.3% |
| 3Y | +118.3% | +98.6% | +19.7% | +97.5% |
| 5Y | +12.2% | +130.2% | -118.0% | -1.2% |
| 10Y | +33.7% | +519.5% | -485.8% | +6.2% |
| All | +122.7% | -91.9% | +214.6% | +79.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling