+159.7%
GILD vs GAP
+31.2%
+128.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.9% | -3.6% | -0.9% |
| 7D | -4.8% | -4.1% | -0.7% | -4.6% |
| 30D | +5.8% | +6.2% | -0.4% | +5.3% |
| 3M | +14.9% | -0.7% | +15.6% | +14.8% |
| 6M | -0.4% | -7.1% | +6.8% | -0.2% |
| YTD | +18.5% | -14.1% | +32.6% | +19.0% |
| 1Y | +25.1% | -8.5% | +33.6% | +25.0% |
| 3Y | +105.9% | +115.4% | -9.5% | +89.7% |
| 5Y | +143.0% | +9.8% | +133.2% | +128.7% |
| All | +159.7% | +31.2% | +128.5% | +146.0% |
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