+3,093.2%
GLW vs GAP
+2,175.1%
+918.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.1% | +6.8% | +3.6% |
| 7D | -13.9% | -3.8% | -10.2% | -13.3% |
| 30D | -35.0% | -9.0% | -26.0% | -33.7% |
| 3M | -32.4% | +5.5% | -37.8% | -33.7% |
| 6M | -41.3% | -11.1% | -30.3% | -40.9% |
| YTD | +21.8% | -13.6% | +35.4% | +22.9% |
| 1Y | +21.8% | -2.9% | +24.7% | +19.3% |
| 3Y | +307.7% | +69.6% | +238.1% | +222.8% |
| 5Y | +213.7% | +5.4% | +208.3% | +161.9% |
| 10Y | +509.3% | +17.8% | +491.4% | +328.5% |
| All | +3,093.2% | +2,175.1% | +918.2% | +622.3% |
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 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