+2,832.6%
GE vs GAP
+2,150.7%
+681.9%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.3% | -2.2% | -3.1% |
| 7D | +5.1% | -5.2% | +10.3% | +6.5% |
| 30D | +7.6% | -6.9% | +14.5% | +9.3% |
| 3M | -9.3% | +5.7% | -15.0% | -11.0% |
| 6M | +11.5% | +0.9% | +10.6% | +9.8% |
| YTD | +7.9% | -14.5% | +22.3% | +9.8% |
| 1Y | +7.6% | -12.1% | +19.8% | +8.4% |
| 3Y | +265.9% | +72.2% | +193.7% | +184.7% |
| 5Y | +405.9% | +4.5% | +401.4% | +317.2% |
| 10Y | +149.6% | +3.3% | +146.3% | +79.9% |
| All | +2,832.6% | +2,150.7% | +681.9% | +685.6% |
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