+24.3%
GAP vs WSM
+1,058.9%
-1,034.6%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.2% |
| 7D | -6.3% | +0.4% | -6.8% | -6.5% |
| 30D | -0.2% | -10.7% | +10.5% | +6.1% |
| 3M | 0.0% | +8.5% | -8.5% | -4.7% |
| 6M | -8.1% | +19.6% | -27.7% | -17.1% |
| YTD | -16.5% | +26.6% | -43.1% | -26.9% |
| 1Y | -10.5% | +12.0% | -22.4% | -16.1% |
| 3Y | +104.0% | +226.6% | -122.7% | -0.7% |
| 5Y | +6.8% | +174.1% | -167.4% | -44.6% |
| All | +24.3% | +1,058.9% | -1,034.6% | -74.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling