-3.4%
GAP vs WSM
+19.9%
-23.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | -1.0% |
| 7D | -4.5% | -3.3% | -1.2% | -2.1% |
| 30D | +9.0% | -8.4% | +17.4% | +16.0% |
| 3M | +5.0% | +9.7% | -4.7% | -3.2% |
| 6M | -17.8% | +16.7% | -34.5% | -27.7% |
| YTD | -10.4% | +28.7% | -39.1% | -27.9% |
| 1Y | -3.4% | +13.7% | -17.0% | -13.8% |
| All | -3.4% | +19.9% | -23.3% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling