+22.9%
IP vs GAP
+32.7%
-9.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.1% |
| 7D | -5.3% | -4.5% | -0.8% | -4.2% |
| 30D | -10.9% | +9.0% | -19.9% | -13.0% |
| 3M | +11.2% | +5.0% | +6.2% | +9.5% |
| 6M | -10.2% | -17.8% | +7.6% | -6.9% |
| YTD | -2.0% | -10.4% | +8.4% | -0.6% |
| 1Y | -19.1% | -3.4% | -15.7% | -19.7% |
| 3Y | +20.9% | +111.5% | -90.6% | -8.1% |
| 5Y | -17.8% | +8.8% | -26.6% | -30.5% |
| All | +22.9% | +32.7% | -9.7% | -15.9% |
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 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