+238.7%
GM vs GAP
+72.9%
+165.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.2% |
| 7D | +0.4% | +1.7% | -1.3% | -0.1% |
| 30D | -1.8% | +9.3% | -11.2% | -5.0% |
| 3M | +2.6% | +6.1% | -3.5% | +0.1% |
| 6M | +14.6% | -2.3% | +16.8% | +13.8% |
| YTD | +6.2% | -10.6% | +16.8% | +7.8% |
| 1Y | +48.7% | -4.4% | +53.1% | +46.9% |
| 3Y | +168.3% | +118.3% | +50.0% | +82.3% |
| 5Y | +82.8% | +12.2% | +70.6% | +43.5% |
| 10Y | +226.2% | +33.7% | +192.5% | +94.3% |
| All | +238.7% | +72.9% | +165.8% | +48.3% |
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