+93.8%
GD vs GAP
+5.0%
+88.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | -0.3% |
| 7D | -5.0% | -3.8% | -1.2% | -4.7% |
| 30D | +8.9% | -9.0% | +17.9% | +9.6% |
| 3M | -8.0% | +5.5% | -13.5% | -8.6% |
| 6M | +2.9% | -11.1% | +14.0% | +3.4% |
| YTD | +7.1% | -13.6% | +20.6% | +7.5% |
| 1Y | +5.9% | -2.9% | +8.8% | +5.3% |
| 3Y | +53.9% | +69.6% | -15.8% | +41.2% |
| All | +93.8% | +5.0% | +88.8% | +76.4% |
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