+111.9%
INTC vs GAP
+1.5%
+110.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.4% |
| 7D | +6.0% | -1.9% | +7.9% | +6.4% |
| 30D | -39.2% | -7.1% | -32.1% | -38.4% |
| 3M | -42.9% | +4.1% | -47.0% | -43.6% |
| 6M | -50.4% | +1.9% | -52.3% | -51.1% |
| YTD | +61.7% | -15.2% | +76.9% | +64.3% |
| 1Y | +66.1% | -10.6% | +76.8% | +66.8% |
| 3Y | +58.1% | +74.6% | -16.4% | +34.4% |
| 5Y | +27.9% | +3.7% | +24.2% | +12.4% |
| All | +111.9% | +1.5% | +110.4% | +72.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling