+1,488.6%
GIS vs GAP
+2,258.2%
-769.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.5% |
| 7D | -7.8% | -4.5% | -3.4% | -7.6% |
| 30D | +6.6% | +9.0% | -2.5% | +5.8% |
| 3M | +21.0% | +5.0% | +16.0% | +20.4% |
| 6M | -9.1% | -17.8% | +8.7% | -8.2% |
| YTD | -13.6% | -10.4% | -3.2% | -13.4% |
| 1Y | -18.0% | -3.4% | -14.6% | -18.4% |
| 3Y | -33.7% | +111.5% | -145.1% | -39.5% |
| 5Y | -19.4% | +8.8% | -28.3% | -24.4% |
| 10Y | -21.3% | +32.9% | -54.1% | -32.1% |
| All | +1,488.6% | +2,258.2% | -769.7% | +530.4% |
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