+277.0%
IR vs GAP
+14.4%
+262.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.6% | +2.5% | -0.8% |
| 7D | -1.9% | -3.2% | +1.3% | -1.1% |
| 30D | -15.0% | -0.7% | -14.3% | -15.2% |
| 3M | -0.4% | -0.5% | 0.0% | -0.8% |
| 6M | -15.0% | -5.0% | -10.1% | -15.0% |
| YTD | -7.1% | -14.7% | +7.6% | -4.6% |
| 1Y | -7.5% | -8.6% | +1.1% | -7.2% |
| 3Y | +6.3% | +108.4% | -102.1% | -21.7% |
| 5Y | +37.3% | +5.8% | +31.6% | +14.2% |
| All | +277.0% | +14.4% | +262.6% | +151.5% |
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