+6.0%
LOW vs GAP
+3.0%
+3.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.6% |
| 7D | -2.6% | -6.3% | +3.7% | -1.4% |
| 30D | -11.1% | -0.2% | -10.9% | -11.3% |
| 3M | -8.5% | 0.0% | -8.5% | -8.8% |
| 6M | -20.8% | -8.1% | -12.7% | -20.2% |
| YTD | -17.2% | -16.5% | -0.7% | -15.3% |
| 1Y | -24.7% | -10.5% | -14.3% | -24.4% |
| 3Y | -9.7% | +104.0% | -113.7% | -28.8% |
| 5Y | +6.0% | +6.8% | -0.8% | -15.2% |
| All | +6.0% | +3.0% | +3.0% | -15.2% |
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