-6.1%
M vs GAP
+28.3%
-34.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.6% | +0.4% | -1.5% |
| 7D | -4.1% | -3.2% | -0.9% | -2.2% |
| 30D | -13.6% | -0.7% | -12.9% | -14.2% |
| 3M | -2.3% | -0.5% | -1.8% | -3.4% |
| 6M | +21.9% | -5.0% | +26.9% | +21.9% |
| YTD | -0.6% | -14.7% | +14.1% | +5.1% |
| 1Y | +29.7% | -8.6% | +38.4% | +30.8% |
| 3Y | +107.3% | +108.4% | -1.1% | +2.2% |
| 5Y | +20.5% | +5.8% | +14.7% | -13.5% |
| 10Y | -6.1% | +29.6% | -35.7% | -49.9% |
| All | -6.1% | +28.3% | -34.4% | -49.9% |
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