+2,202.2%
GAP vs WSM
+34,755.7%
-32,553.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | -0.1% |
| 7D | -4.5% | -3.3% | -1.2% | -3.5% |
| 30D | +9.0% | -8.4% | +17.4% | +12.0% |
| 3M | +5.0% | +9.7% | -4.7% | +1.9% |
| 6M | -17.8% | +16.7% | -34.5% | -21.5% |
| YTD | -10.4% | +28.7% | -39.1% | -17.0% |
| 1Y | -3.4% | +13.7% | -17.0% | -6.9% |
| 3Y | +111.5% | +230.1% | -118.6% | +46.0% |
| 5Y | +8.8% | +179.0% | -170.1% | -21.2% |
| 10Y | +32.9% | +1,002.5% | -969.6% | -35.6% |
| All | +2,202.2% | +34,755.7% | -32,553.5% | +432.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling