+4.7%
GAP vs WU
-37.2%
+41.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.0% | +1.0% | -0.1% |
| 7D | -9.3% | +2.1% | -11.5% | -10.9% |
| 30D | -5.5% | +10.1% | -15.6% | -11.4% |
| 3M | +3.5% | -1.1% | +4.6% | +3.2% |
| 6M | +0.7% | -19.8% | +20.5% | +11.8% |
| YTD | -13.4% | -20.8% | +7.4% | -3.9% |
| 1Y | -7.7% | -15.1% | +7.5% | -2.6% |
| 3Y | +74.4% | -23.2% | +97.6% | +89.8% |
| 5Y | +5.3% | -42.6% | +47.9% | +38.0% |
| 10Y | +4.7% | -38.9% | +43.5% | +30.2% |
| All | +4.7% | -37.2% | +41.8% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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