+276.4%
GME vs GAP
+27.6%
+248.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.1% | +4.6% | +3.1% |
| 7D | +6.0% | -6.3% | +12.3% | +8.0% |
| 30D | +8.3% | -0.2% | +8.6% | +7.6% |
| 3M | -9.1% | 0.0% | -9.1% | -10.1% |
| 6M | -16.3% | -8.1% | -8.2% | -15.9% |
| YTD | +1.5% | -16.5% | +18.0% | +4.0% |
| 1Y | -16.3% | -10.5% | -5.9% | -16.7% |
| 3Y | +15.1% | +104.0% | -88.8% | -22.6% |
| 5Y | -57.2% | +6.8% | -63.9% | -66.4% |
| All | +276.4% | +27.6% | +248.9% | +132.9% |
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