+41.2%
KEY vs GAP
+9.0%
+32.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | +2.2% | -4.5% | +6.7% | +3.4% |
| 30D | -3.0% | +9.0% | -12.1% | -5.6% |
| 3M | +3.3% | +5.0% | -1.7% | +1.3% |
| 6M | +9.2% | -17.8% | +27.0% | +13.2% |
| YTD | +10.6% | -10.4% | +21.0% | +11.8% |
| 1Y | +20.4% | -3.4% | +23.8% | +18.4% |
| 3Y | +121.8% | +111.5% | +10.4% | +56.1% |
| All | +41.2% | +9.0% | +32.2% | +5.8% |
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 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