+227.1%
LOW vs GAP
+27.6%
+199.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.5% |
| 7D | -2.6% | -6.3% | +3.7% | -1.2% |
| 30D | -11.1% | -0.2% | -10.9% | -11.3% |
| 3M | -8.5% | 0.0% | -8.5% | -8.9% |
| 6M | -20.8% | -8.1% | -12.7% | -20.1% |
| YTD | -17.2% | -16.5% | -0.7% | -15.1% |
| 1Y | -24.7% | -10.5% | -14.3% | -24.4% |
| 3Y | -9.7% | +104.0% | -113.7% | -30.3% |
| 5Y | +6.0% | +6.8% | -0.8% | -10.4% |
| All | +227.1% | +27.6% | +199.6% | +126.3% |
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 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