+2,883.5%
GE vs GAP
+2,258.2%
+625.3%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.0% |
| 7D | -1.6% | -4.5% | +2.9% | -0.5% |
| 30D | -11.6% | +9.0% | -20.6% | -13.7% |
| 3M | +3.0% | +5.0% | -2.0% | +1.2% |
| 6M | -0.5% | -17.8% | +17.3% | +2.8% |
| YTD | +9.7% | -10.4% | +20.1% | +10.7% |
| 1Y | +20.0% | -3.4% | +23.4% | +18.0% |
| 3Y | +275.8% | +111.5% | +164.4% | +176.5% |
| 5Y | +429.1% | +8.8% | +420.3% | +332.2% |
| 10Y | +151.2% | +32.9% | +118.3% | +69.8% |
| All | +2,883.5% | +2,258.2% | +625.3% | +692.3% |
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