-60.1%
GME vs GAP
+6.6%
-66.7%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -4.6% | +9.9% | +6.6% |
| 7D | +4.8% | -3.2% | +8.0% | +5.7% |
| 30D | +5.9% | -0.7% | +6.6% | +5.3% |
| 3M | -10.7% | -0.5% | -10.3% | -11.7% |
| 6M | -19.8% | -5.0% | -14.8% | -20.2% |
| YTD | -0.9% | -14.7% | +13.7% | +0.9% |
| 1Y | -15.7% | -8.6% | -7.0% | -16.6% |
| 3Y | +12.3% | +108.4% | -96.0% | -32.8% |
| 5Y | -60.1% | +5.8% | -65.8% | -73.7% |
| All | -60.1% | +6.6% | -66.7% | -73.7% |
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