+12.2%
GAP vs WU
-51.1%
+63.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | +1.0% |
| 7D | +1.7% | -0.8% | +2.6% | +2.1% |
| 30D | +9.3% | -1.1% | +10.5% | +9.7% |
| 3M | +6.1% | -1.8% | +7.9% | +4.4% |
| 6M | -2.3% | -23.9% | +21.6% | +10.1% |
| YTD | -10.6% | -20.4% | +9.8% | -2.1% |
| 1Y | -4.4% | -10.6% | +6.1% | -3.3% |
| 3Y | +118.3% | -27.7% | +146.1% | +143.6% |
| 5Y | +12.2% | -51.1% | +63.3% | +56.7% |
| All | +12.2% | -51.1% | +63.3% | +56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling