+1,710.5%
GS vs GAP
-12.2%
+1,722.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -5.6% | -0.7% | -4.8% |
| 7D | -6.3% | -2.1% | -4.2% | -5.7% |
| 30D | -3.1% | -5.1% | +2.0% | -1.8% |
| 3M | -17.7% | +9.8% | -27.4% | -20.4% |
| 6M | -4.6% | -3.6% | -0.9% | -5.2% |
| YTD | +0.3% | -9.8% | +10.1% | +0.7% |
| 1Y | +11.7% | -1.5% | +13.2% | +9.0% |
| 3Y | +183.6% | +74.3% | +109.3% | +113.2% |
| 5Y | +141.0% | +9.9% | +131.0% | +92.1% |
| 10Y | +507.4% | +22.9% | +484.5% | +285.4% |
| All | +1,710.5% | -12.2% | +1,722.7% | +733.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling