+13,503.3%
GOOGL vs GAP
+92.3%
+13,411.0%
-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% | 0.0% |
| 7D | +1.1% | +1.7% | -0.7% | +0.7% |
| 30D | -4.4% | +9.3% | -13.8% | -6.2% |
| 3M | -6.8% | +6.1% | -12.9% | -8.2% |
| 6M | +13.6% | -2.3% | +15.9% | +13.1% |
| YTD | +8.3% | -10.6% | +18.9% | +9.1% |
| 1Y | +44.9% | -4.4% | +49.4% | +43.5% |
| 3Y | +150.5% | +118.3% | +32.2% | +97.3% |
| 5Y | +137.7% | +12.2% | +125.5% | +103.0% |
| 10Y | +750.9% | +33.7% | +717.2% | +494.3% |
| All | +13,503.3% | +92.3% | +13,411.0% | +6,955.3% |
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