+8,294.4%
GEN vs GAP
+2,180.4%
+6,114.0%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.0% | +4.1% | +2.5% |
| 7D | -0.8% | -9.3% | +8.5% | +1.1% |
| 30D | +31.2% | -5.5% | +36.7% | +32.7% |
| 3M | +6.1% | +3.5% | +2.6% | +4.8% |
| 6M | +38.1% | +0.7% | +37.4% | +36.1% |
| YTD | +14.4% | -13.4% | +27.8% | +15.2% |
| 1Y | +15.1% | -7.7% | +22.8% | +14.3% |
| 3Y | +68.5% | +74.4% | -5.9% | +36.6% |
| 5Y | +35.8% | +5.3% | +30.5% | +15.1% |
| 10Y | +155.4% | +4.7% | +150.8% | +80.9% |
| All | +8,294.4% | +2,180.4% | +6,114.0% | +1,082.2% |
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 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