+2,895.1%
GE vs GAP
+2,227.0%
+668.1%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.0% |
| 7D | +5.4% | -0.1% | +5.5% | +5.3% |
| 30D | +9.6% | -5.4% | +15.1% | +11.0% |
| 3M | -7.7% | +2.9% | -10.6% | -8.9% |
| 6M | +14.0% | -4.4% | +18.4% | +13.7% |
| YTD | +10.2% | -11.6% | +21.7% | +11.2% |
| 1Y | +8.9% | -6.0% | +14.9% | +7.9% |
| 3Y | +273.7% | +78.0% | +195.7% | +188.4% |
| 5Y | +410.2% | +8.5% | +401.7% | +316.9% |
| 10Y | +157.4% | +8.6% | +148.8% | +83.2% |
| All | +2,895.1% | +2,227.0% | +668.1% | +695.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling