+371.1%
GH vs GAP
+2.3%
+368.8%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.9% |
| 7D | +0.6% | -1.9% | +2.5% | +1.0% |
| 30D | -6.9% | -7.1% | +0.1% | -5.7% |
| 3M | -4.9% | +4.1% | -9.0% | -6.4% |
| 6M | +54.1% | +1.9% | +52.1% | +51.8% |
| YTD | +48.5% | -15.2% | +63.7% | +50.8% |
| 1Y | +61.2% | -10.6% | +71.8% | +61.4% |
| 3Y | +570.3% | +74.6% | +495.8% | +439.5% |
| 5Y | +46.1% | +3.7% | +42.5% | +21.2% |
| All | +371.1% | +2.3% | +368.8% | +322.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling