+457.2%
GS vs GAP
+12.0%
+445.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.7% |
| 7D | +1.6% | -0.1% | +1.7% | +1.6% |
| 30D | +1.7% | -5.4% | +7.1% | +2.9% |
| 3M | -11.6% | +2.9% | -14.5% | -12.7% |
| 6M | -1.9% | -4.4% | +2.5% | -2.2% |
| YTD | +5.1% | -11.6% | +16.6% | +6.0% |
| 1Y | +16.4% | -6.0% | +22.5% | +15.5% |
| 3Y | +199.0% | +78.0% | +121.0% | +134.5% |
| 5Y | +157.4% | +8.5% | +148.9% | +115.3% |
| 10Y | +457.2% | +8.6% | +448.6% | +269.0% |
| All | +457.2% | +12.0% | +445.3% | +269.0% |
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