+478.5%
GS vs GAP
+20.3%
+458.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.5% | +1.2% | +3.8% |
| 7D | +0.8% | 0.0% | +0.8% | +0.8% |
| 30D | +1.2% | -4.3% | +5.5% | +2.2% |
| 3M | -12.4% | +9.4% | -21.8% | -14.8% |
| 6M | -2.3% | -3.3% | +1.0% | -2.9% |
| YTD | +4.6% | -10.5% | +15.1% | +5.2% |
| 1Y | +17.5% | -2.4% | +19.9% | +15.5% |
| 3Y | +202.0% | +80.1% | +121.9% | +136.2% |
| 5Y | +152.4% | +6.5% | +145.9% | +112.2% |
| 10Y | +478.5% | +14.6% | +463.9% | +281.2% |
| All | +478.5% | +20.3% | +458.2% | +281.2% |
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