+23.2%
GH vs GAP
+3.0%
+20.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -1.9% |
| 7D | -1.2% | -6.3% | +5.1% | +0.1% |
| 30D | -3.7% | -0.2% | -3.4% | -4.1% |
| 3M | +21.7% | 0.0% | +21.7% | +20.7% |
| 6M | +75.7% | -8.1% | +83.9% | +76.5% |
| YTD | +55.7% | -16.5% | +72.2% | +59.2% |
| 1Y | +181.1% | -10.5% | +191.6% | +180.4% |
| 3Y | +371.6% | +104.0% | +267.6% | +243.6% |
| 5Y | +23.2% | +6.8% | +16.4% | -27.9% |
| All | +23.2% | +3.0% | +20.2% | -27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling