+340.0%
IR vs GAP
+18.5%
+321.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.9% |
| 7D | +1.5% | -0.1% | +1.6% | +1.4% |
| 30D | +9.0% | -5.4% | +14.5% | +10.4% |
| 3M | -0.9% | +2.9% | -3.8% | -2.3% |
| 6M | +13.4% | -4.4% | +17.8% | +13.0% |
| YTD | +8.5% | -11.6% | +20.0% | +9.9% |
| 1Y | +11.3% | -6.0% | +17.3% | +10.7% |
| 3Y | +26.0% | +78.0% | -52.0% | -2.7% |
| 5Y | +47.9% | +8.5% | +39.4% | +22.3% |
| All | +340.0% | +18.5% | +321.4% | +189.7% |
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