-7.6%
M vs GAP
+3.7%
-11.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | +0.3% |
| 7D | -3.3% | -9.3% | +6.0% | +2.7% |
| 30D | +8.1% | -5.5% | +13.6% | +12.0% |
| 3M | +2.2% | +3.5% | -1.3% | -1.1% |
| 6M | +35.1% | +0.7% | +34.4% | +31.0% |
| YTD | +15.8% | -13.4% | +29.2% | +21.2% |
| 1Y | +25.8% | -7.7% | +33.5% | +26.7% |
| 3Y | +156.2% | +74.4% | +81.8% | +42.6% |
| 5Y | -2.4% | +5.3% | -7.7% | -30.1% |
| All | -7.6% | +3.7% | -11.3% | -50.1% |
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