+158.6%
GE vs GAP
+7.3%
+151.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.0% | +3.4% | +1.9% |
| 7D | +4.0% | -9.3% | +13.4% | +6.5% |
| 30D | +11.1% | -5.5% | +16.5% | +12.5% |
| 3M | -6.7% | +3.5% | -10.2% | -8.0% |
| 6M | +14.3% | +0.7% | +13.6% | +12.5% |
| YTD | +11.7% | -13.4% | +25.1% | +13.4% |
| 1Y | +10.9% | -7.7% | +18.6% | +10.3% |
| 3Y | +279.0% | +74.4% | +204.6% | +189.0% |
| 5Y | +427.0% | +5.3% | +421.7% | +332.9% |
| 10Y | +158.6% | +4.7% | +153.9% | +61.4% |
| All | +158.6% | +7.3% | +151.3% | +61.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling