+212.2%
GLD vs GAP
+20.3%
+191.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.5% | -1.6% | +1.9% |
| 7D | +4.9% | 0.0% | +4.9% | +4.9% |
| 30D | -1.3% | -4.3% | +3.0% | -1.3% |
| 3M | -4.8% | +9.4% | -14.2% | -4.7% |
| 6M | -12.5% | -3.3% | -9.2% | -12.5% |
| YTD | -4.2% | -10.5% | +6.3% | -4.3% |
| 1Y | +3.0% | -2.4% | +5.4% | +3.1% |
| 3Y | +109.1% | +80.1% | +29.0% | +110.7% |
| 5Y | +121.6% | +6.5% | +115.1% | +122.1% |
| 10Y | +212.2% | +14.6% | +197.6% | +209.9% |
| All | +212.2% | +20.3% | +191.9% | +209.9% |
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