+97.2%
GD vs GAP
+9.0%
+88.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.8% |
| 7D | -5.3% | -4.5% | -0.8% | -4.9% |
| 30D | -6.4% | +9.0% | -15.5% | -7.1% |
| 3M | +5.7% | +5.0% | +0.7% | +5.1% |
| 6M | -0.9% | -17.8% | +16.9% | +0.1% |
| YTD | +8.2% | -10.4% | +18.6% | +8.4% |
| 1Y | +13.4% | -3.4% | +16.8% | +12.8% |
| 3Y | +68.5% | +111.5% | -43.0% | +51.7% |
| All | +97.2% | +9.0% | +88.3% | +78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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