+89.2%
IT vs GAP
+1.5%
+87.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.8% |
| 7D | +1.1% | -1.9% | +3.0% | +1.4% |
| 30D | -1.8% | -7.1% | +5.2% | -0.5% |
| 3M | +4.8% | +4.1% | +0.7% | +3.7% |
| 6M | +33.0% | +1.9% | +31.1% | +31.5% |
| YTD | -23.8% | -15.2% | -8.6% | -22.7% |
| 1Y | -16.5% | -10.6% | -5.9% | -16.2% |
| 3Y | -53.6% | +74.6% | -128.2% | -61.5% |
| 5Y | -42.1% | +3.7% | -45.8% | -49.6% |
| All | +89.2% | +1.5% | +87.7% | +38.8% |
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