+185.7%
GS vs GAP
+9.0%
+176.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | +0.9% | -4.5% | +5.4% | +1.8% |
| 30D | -1.6% | +9.0% | -10.6% | -3.5% |
| 3M | -4.5% | +5.0% | -9.5% | -5.8% |
| 6M | +20.9% | -17.8% | +38.7% | +24.0% |
| YTD | +19.9% | -10.4% | +30.3% | +20.7% |
| 1Y | +41.4% | -3.4% | +44.8% | +39.7% |
| 3Y | +239.2% | +111.5% | +127.7% | +169.1% |
| All | +185.7% | +9.0% | +176.8% | +139.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling