+29.6%
GAP vs WU
-40.9%
+70.5%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.9% | -3.7% | -4.0% |
| 7D | -3.2% | -4.9% | +1.8% | -0.1% |
| 30D | -0.7% | -1.3% | +0.6% | -0.1% |
| 3M | -0.5% | -3.6% | +3.1% | -1.4% |
| 6M | -5.0% | -24.3% | +19.4% | +10.0% |
| YTD | -14.7% | -21.1% | +6.4% | -4.5% |
| 1Y | -8.6% | -10.3% | +1.7% | -7.8% |
| 3Y | +108.4% | -28.4% | +136.7% | +138.2% |
| 5Y | +5.8% | -51.2% | +57.0% | +58.3% |
| 10Y | +29.6% | -39.6% | +69.3% | +69.4% |
| All | +29.6% | -40.9% | +70.5% | +69.4% |
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