+3,763.3%
MRK vs GAP
+2,253.0%
+1,510.4%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -0.9% | +1.7% | -2.7% | -1.1% |
| 30D | +15.5% | +9.3% | +6.1% | +14.0% |
| 3M | +25.1% | +6.1% | +19.0% | +23.8% |
| 6M | +30.1% | -2.3% | +32.4% | +29.5% |
| YTD | +43.1% | -10.6% | +53.7% | +43.6% |
| 1Y | +82.5% | -4.4% | +86.9% | +81.1% |
| 3Y | +49.3% | +118.3% | -69.0% | +27.1% |
| 5Y | +130.3% | +12.2% | +118.1% | +105.4% |
| 10Y | +234.3% | +33.7% | +200.6% | +159.5% |
| All | +3,763.3% | +2,253.0% | +1,510.4% | +1,206.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling