+13,447.0%
GOOG vs GAP
+92.3%
+13,354.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +1.1% | +1.7% | -0.7% | +0.8% |
| 30D | -5.1% | +9.3% | -14.4% | -6.8% |
| 3M | -7.1% | +6.1% | -13.2% | -8.4% |
| 6M | +12.7% | -2.3% | +14.9% | +12.1% |
| YTD | +7.1% | -10.6% | +17.7% | +7.8% |
| 1Y | +43.6% | -4.4% | +48.0% | +42.2% |
| 3Y | +146.8% | +118.3% | +28.5% | +94.1% |
| 5Y | +133.7% | +12.2% | +121.5% | +99.5% |
| 10Y | +773.3% | +33.7% | +739.6% | +509.5% |
| All | +13,447.0% | +92.3% | +13,354.6% | +6,923.7% |
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 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