+213.3%
GLD vs GAP
+34.2%
+179.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | +0.7% | +1.7% | -1.0% | +0.8% |
| 30D | +0.3% | +9.3% | -9.0% | +0.4% |
| 3M | +0.6% | +6.1% | -5.5% | +0.7% |
| 6M | -15.6% | -2.3% | -13.3% | -15.6% |
| YTD | +0.9% | -10.6% | +11.5% | +0.8% |
| 1Y | +19.4% | -4.4% | +23.8% | +19.4% |
| 3Y | +124.5% | +118.3% | +6.2% | +126.8% |
| 5Y | +138.9% | +12.2% | +126.7% | +139.8% |
| 10Y | +213.3% | +33.7% | +179.6% | +212.2% |
| All | +213.3% | +34.2% | +179.1% | +212.2% |
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