+33,321.4%
HD vs GAP
+2,175.1%
+31,146.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.1% | +2.3% | -0.7% |
| 7D | +4.3% | -3.8% | +8.1% | +5.5% |
| 30D | +20.2% | -9.0% | +29.2% | +23.4% |
| 3M | -1.0% | +5.5% | -6.5% | -3.2% |
| 6M | +7.9% | -11.1% | +19.0% | +10.0% |
| YTD | +2.0% | -13.6% | +15.5% | +4.0% |
| 1Y | -4.3% | -2.9% | -1.4% | -5.9% |
| 3Y | +25.9% | +69.6% | -43.7% | -5.4% |
| 5Y | +5.8% | +5.4% | +0.4% | -15.2% |
| 10Y | +262.5% | +17.8% | +244.7% | +124.3% |
| All | +33,321.4% | +2,175.1% | +31,146.3% | +3,927.9% |
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