+46.8%
IR vs GAP
+10.4%
+36.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.5% | +1.2% | +3.9% |
| 7D | +5.0% | 0.0% | +5.0% | +4.9% |
| 30D | +10.3% | -4.3% | +14.6% | +11.2% |
| 3M | -0.1% | +9.4% | -9.5% | -2.6% |
| 6M | +14.8% | -3.3% | +18.0% | +14.2% |
| YTD | +9.7% | -10.5% | +20.3% | +10.8% |
| 1Y | +12.2% | -2.4% | +14.6% | +11.0% |
| 3Y | +30.0% | +80.1% | -50.1% | +7.2% |
| 5Y | +46.8% | +6.5% | +40.4% | +17.3% |
| All | +46.8% | +10.4% | +36.4% | +17.3% |
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