+417.9%
GE vs GAP
+6.6%
+411.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.6% | +1.7% | -2.1% |
| 7D | -1.2% | -3.2% | +1.9% | -0.7% |
| 30D | -11.3% | -0.7% | -10.6% | -11.3% |
| 3M | -1.4% | -0.5% | -0.9% | -1.7% |
| 6M | +1.2% | -5.0% | +6.2% | +1.3% |
| YTD | +5.9% | -14.7% | +20.6% | +7.5% |
| 1Y | +18.4% | -8.6% | +27.0% | +18.3% |
| 3Y | +271.0% | +108.4% | +162.6% | +200.4% |
| 5Y | +417.9% | +5.8% | +412.2% | +349.2% |
| All | +417.9% | +6.6% | +411.3% | +349.2% |
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