+90.0%
IT vs GAP
+27.6%
+62.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.7% | +0.9% |
| 7D | -12.7% | -6.3% | -6.4% | -11.7% |
| 30D | -8.9% | -0.2% | -8.7% | -9.0% |
| 3M | +10.1% | 0.0% | +10.1% | +9.9% |
| 6M | +7.3% | -8.1% | +15.4% | +7.8% |
| YTD | -32.4% | -16.5% | -15.9% | -31.1% |
| 1Y | -26.6% | -10.5% | -16.2% | -26.4% |
| 3Y | -51.8% | +104.0% | -155.8% | -61.2% |
| 5Y | -45.6% | +6.8% | -52.4% | -52.8% |
| All | +90.0% | +27.6% | +62.4% | +39.6% |
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