+8,297.1%
GEN vs GAP
+2,258.2%
+6,038.9%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.3% |
| 7D | -1.2% | -4.5% | +3.3% | -0.3% |
| 30D | +10.1% | +9.0% | +1.1% | +8.0% |
| 3M | +16.1% | +5.0% | +11.1% | +14.5% |
| 6M | +38.9% | -17.8% | +56.7% | +42.0% |
| YTD | +14.4% | -10.4% | +24.8% | +14.9% |
| 1Y | +5.9% | -3.4% | +9.2% | +4.2% |
| 3Y | +58.8% | +111.5% | -52.7% | +23.4% |
| 5Y | +24.7% | +8.8% | +15.8% | +4.8% |
| 10Y | +163.1% | +32.9% | +130.2% | +74.4% |
| All | +8,297.1% | +2,258.2% | +6,038.9% | +1,078.4% |
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 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