+4.5%
GAP vs WSM
+165.0%
-160.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.5% | +3.2% | +1.3% |
| 7D | -5.2% | -3.2% | -2.0% | -3.4% |
| 30D | -6.9% | +4.6% | -11.6% | -9.3% |
| 3M | +5.7% | +2.4% | +3.3% | +4.2% |
| 6M | +0.9% | +43.7% | -42.8% | -18.7% |
| YTD | -14.5% | +42.1% | -56.6% | -30.7% |
| 1Y | -12.1% | +32.3% | -44.4% | -25.7% |
| 3Y | +72.2% | +253.0% | -180.9% | -25.4% |
| 5Y | +4.5% | +161.3% | -156.7% | -48.4% |
| All | +4.5% | +165.0% | -160.5% | -48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling