+98.0%
GD vs GAP
+10.4%
+87.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.5% | -1.2% | +2.0% |
| 7D | -3.0% | 0.0% | -3.1% | -3.1% |
| 30D | +9.3% | -4.3% | +13.6% | +9.6% |
| 3M | -7.2% | +9.4% | -16.6% | -8.1% |
| 6M | +5.5% | -3.3% | +8.7% | +5.3% |
| YTD | +9.5% | -10.5% | +20.0% | +9.6% |
| 1Y | +6.4% | -2.4% | +8.8% | +5.7% |
| 3Y | +59.8% | +80.1% | -20.2% | +45.9% |
| 5Y | +98.0% | +6.5% | +91.5% | +80.6% |
| All | +98.0% | +10.4% | +87.6% | +80.6% |
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