+820.4%
MSCI vs GAP
+7.3%
+813.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +1.0% |
| 7D | -1.9% | -9.3% | +7.5% | -0.5% |
| 30D | +16.5% | -5.5% | +22.0% | +17.4% |
| 3M | +18.2% | +3.5% | +14.7% | +17.2% |
| 6M | +14.0% | +0.7% | +13.3% | +13.1% |
| YTD | +16.6% | -13.4% | +29.9% | +17.5% |
| 1Y | +14.8% | -7.7% | +22.5% | +14.4% |
| 3Y | +33.3% | +74.4% | -41.2% | +14.6% |
| 5Y | +9.1% | +5.3% | +3.7% | -3.8% |
| 10Y | +820.4% | +4.7% | +815.7% | +582.8% |
| All | +820.4% | +7.3% | +813.1% | +582.8% |
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