+342.1%
GLW vs GAP
+9.0%
+333.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.5% | +5.2% | +5.6% |
| 7D | +3.8% | -4.5% | +8.2% | +4.5% |
| 30D | -1.3% | +9.0% | -10.4% | -3.1% |
| 3M | -21.8% | +5.0% | -26.8% | -23.0% |
| 6M | +6.9% | -17.8% | +24.7% | +9.5% |
| YTD | +77.2% | -10.4% | +87.5% | +78.0% |
| 1Y | +123.2% | -3.4% | +126.6% | +120.3% |
| 3Y | +400.0% | +111.5% | +288.5% | +295.1% |
| All | +342.1% | +9.0% | +333.2% | +261.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling