+78.0%
GAP vs WU
-20.5%
+98.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.3% | -1.6% |
| 7D | -0.1% | +11.0% | -11.1% | -4.3% |
| 30D | -5.4% | +13.4% | -18.8% | -10.2% |
| 3M | +2.9% | +2.2% | +0.7% | +1.5% |
| 6M | -4.4% | -18.2% | +13.8% | +2.9% |
| YTD | -11.6% | -18.3% | +6.7% | -5.3% |
| 1Y | -6.0% | -12.2% | +6.1% | -3.5% |
| 3Y | +78.0% | -20.8% | +98.8% | +92.8% |
| All | +78.0% | -20.5% | +98.5% | +92.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling