+157.4%
GS vs GAP
+7.5%
+149.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.7% |
| 3M | -11.6% | +2.9% | -14.5% | -12.5% |
| 6M | -1.9% | -4.4% | +2.5% | -2.1% |
| YTD | +5.1% | -11.6% | +16.6% | +5.9% |
| 1Y | +16.4% | -6.0% | +22.5% | +15.8% |
| 3Y | +199.0% | +78.0% | +121.0% | +146.7% |
| 5Y | +157.4% | +8.5% | +148.9% | +114.7% |
| All | +157.4% | +7.5% | +149.9% | +114.7% |
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