+844.5%
MSCI vs GAP
+1.5%
+843.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.9% | +1.1% |
| 7D | +2.7% | -1.9% | +4.6% | +2.9% |
| 30D | +17.4% | -7.1% | +24.5% | +18.6% |
| 3M | +14.8% | +4.1% | +10.7% | +13.8% |
| 6M | +16.1% | +1.9% | +14.2% | +15.0% |
| YTD | +16.0% | -15.2% | +31.2% | +17.3% |
| 1Y | +16.4% | -10.6% | +27.1% | +16.6% |
| 3Y | +35.3% | +74.6% | -39.2% | +16.2% |
| 5Y | +6.6% | +3.7% | +3.0% | -5.8% |
| All | +844.5% | +1.5% | +843.0% | +605.1% |
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