+113.9%
GAP vs WSM
+232.0%
-118.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.1% | -4.4% | -4.5% |
| 7D | -3.2% | +2.6% | -5.8% | -4.5% |
| 30D | -0.7% | -9.3% | +8.6% | +4.4% |
| 3M | -0.5% | +7.1% | -7.6% | -4.3% |
| 6M | -5.0% | +21.7% | -26.7% | -14.6% |
| YTD | -14.7% | +28.7% | -43.4% | -25.3% |
| 1Y | -8.6% | +13.9% | -22.5% | -15.0% |
| All | +113.9% | +232.0% | -118.1% | +27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling