+2,064.0%
GS vs GAP
-12.7%
+2,076.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | +0.9% | -4.5% | +5.4% | +2.2% |
| 30D | -1.6% | +9.0% | -10.6% | -4.5% |
| 3M | -4.5% | +5.0% | -9.5% | -6.5% |
| 6M | +20.9% | -17.8% | +38.7% | +25.3% |
| YTD | +19.9% | -10.4% | +30.3% | +20.9% |
| 1Y | +41.4% | -3.4% | +44.8% | +38.6% |
| 3Y | +239.2% | +111.5% | +127.7% | +139.6% |
| 5Y | +185.0% | +8.8% | +176.2% | +127.5% |
| 10Y | +655.0% | +32.9% | +622.1% | +365.5% |
| All | +2,064.0% | -12.7% | +2,076.8% | +901.0% |
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