+183.1%
MAR vs GAP
+3.6%
+179.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.8% |
| 7D | +1.8% | -5.2% | +6.9% | +2.8% |
| 30D | +14.3% | -6.9% | +21.2% | +15.8% |
| 3M | +20.0% | +5.7% | +14.3% | +18.0% |
| 6M | +21.7% | +0.9% | +20.8% | +20.2% |
| YTD | +37.7% | -14.5% | +52.2% | +39.9% |
| 1Y | +46.8% | -12.1% | +58.9% | +48.1% |
| 3Y | +121.0% | +72.2% | +48.9% | +80.6% |
| 5Y | +183.1% | +4.5% | +178.5% | +130.1% |
| All | +183.1% | +3.6% | +179.5% | +130.1% |
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 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