+26.8%
IP vs GAP
+20.3%
+6.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.5% | -0.6% | +2.0% |
| 7D | -3.0% | 0.0% | -3.1% | -3.1% |
| 30D | +10.6% | -4.3% | +14.9% | +11.7% |
| 3M | -13.6% | +9.4% | -23.0% | -15.9% |
| 6M | +10.4% | -3.3% | +13.7% | +10.2% |
| YTD | -6.5% | -10.5% | +4.0% | -5.3% |
| 1Y | -2.1% | -2.4% | +0.2% | -3.1% |
| 3Y | +22.0% | +80.1% | -58.1% | -3.3% |
| 5Y | -9.7% | +6.5% | -16.2% | -23.2% |
| 10Y | +26.8% | +14.6% | +12.2% | -13.2% |
| All | +26.8% | +20.3% | +6.5% | -13.2% |
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