+6.8%
GAP vs WSM
+171.2%
-164.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.1% |
| 7D | -6.3% | +0.4% | -6.8% | -6.6% |
| 30D | -0.2% | -10.7% | +10.5% | +6.6% |
| 3M | 0.0% | +8.5% | -8.5% | -5.1% |
| 6M | -8.1% | +19.6% | -27.7% | -17.7% |
| YTD | -16.5% | +26.6% | -43.1% | -27.6% |
| 1Y | -10.5% | +12.0% | -22.4% | -16.7% |
| 3Y | +104.0% | +226.6% | -122.7% | -8.5% |
| 5Y | +6.8% | +174.1% | -167.4% | -47.6% |
| All | +6.8% | +171.2% | -164.4% | -47.6% |
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