+107.5%
GAP vs WU
-19.6%
+127.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +1.0% |
| 7D | -4.5% | -0.8% | -3.6% | -4.1% |
| 30D | +9.0% | -1.1% | +10.1% | +9.4% |
| 3M | +5.0% | -3.9% | +8.9% | +4.7% |
| 6M | -17.8% | -20.7% | +2.8% | -10.1% |
| YTD | -10.4% | -18.4% | +8.0% | -3.6% |
| 1Y | -3.4% | -8.1% | +4.7% | -3.1% |
| 3Y | +111.5% | -24.2% | +135.6% | +130.2% |
| 5Y | +8.8% | -50.4% | +59.3% | +45.4% |
| 10Y | +32.9% | -40.0% | +72.9% | +65.5% |
| All | +107.5% | -19.6% | +127.1% | +102.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling