+837.6%
GLW vs GAP
+34.2%
+803.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.2% | +7.8% | +7.6% |
| 7D | +14.0% | +1.7% | +12.3% | +13.6% |
| 30D | +0.4% | +9.3% | -9.0% | -2.1% |
| 3M | -11.3% | +6.1% | -17.4% | -13.5% |
| 6M | +35.1% | -2.3% | +37.4% | +33.5% |
| YTD | +90.5% | -10.6% | +101.1% | +91.3% |
| 1Y | +132.0% | -4.4% | +136.5% | +128.1% |
| 3Y | +463.3% | +118.3% | +345.0% | +317.0% |
| 5Y | +382.5% | +12.2% | +370.3% | +297.1% |
| 10Y | +837.6% | +33.7% | +803.9% | +515.0% |
| All | +837.6% | +34.2% | +803.5% | +515.0% |
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