+102.3%
INTC vs GAP
+3.0%
+99.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.1% | -3.5% | -5.1% |
| 7D | +9.4% | -6.3% | +15.8% | +10.9% |
| 30D | +2.7% | -0.2% | +2.9% | +2.3% |
| 3M | -6.3% | 0.0% | -6.3% | -7.0% |
| 6M | +114.5% | -8.1% | +122.6% | +115.6% |
| YTD | +171.9% | -16.5% | +188.3% | +178.1% |
| 1Y | +305.0% | -10.5% | +315.5% | +306.7% |
| 3Y | +168.3% | +104.0% | +64.4% | +110.4% |
| 5Y | +102.3% | +6.8% | +95.5% | +60.1% |
| All | +102.3% | +3.0% | +99.3% | +60.1% |
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