+486.7%
GS vs GAP
+15.9%
+470.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.8% | +0.6% |
| 7D | -3.2% | -3.8% | +0.6% | -2.3% |
| 30D | -2.4% | -9.0% | +6.6% | -0.3% |
| 3M | -15.7% | +5.5% | -21.2% | -17.3% |
| 6M | -6.8% | -11.1% | +4.3% | -5.5% |
| YTD | -0.1% | -13.6% | +13.5% | +1.4% |
| 1Y | +12.1% | -2.9% | +14.9% | +10.2% |
| 3Y | +185.8% | +69.6% | +116.2% | +126.6% |
| 5Y | +140.1% | +5.4% | +134.7% | +101.9% |
| All | +486.7% | +15.9% | +470.8% | +289.3% |
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 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