+27.4%
M vs GAP
+9.0%
+18.4%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.3% |
| 7D | +4.7% | -4.5% | +9.2% | +7.1% |
| 30D | -9.6% | +9.0% | -18.7% | -14.6% |
| 3M | +0.9% | +5.0% | -4.1% | -2.9% |
| 6M | +22.3% | -17.8% | +40.1% | +31.6% |
| YTD | +6.5% | -10.4% | +16.9% | +9.4% |
| 1Y | +38.8% | -3.4% | +42.2% | +36.3% |
| 3Y | +115.9% | +111.5% | +4.4% | +11.5% |
| All | +27.4% | +9.0% | +18.4% | -6.0% |
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