+779.7%
MSCI vs GAP
+20.3%
+759.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.6% | +0.3% |
| 7D | +1.5% | 0.0% | +1.4% | +1.4% |
| 30D | +14.4% | -4.3% | +18.7% | +15.1% |
| 3M | +15.2% | +9.4% | +5.8% | +13.4% |
| 6M | +11.2% | -3.3% | +14.5% | +10.9% |
| YTD | +13.9% | -10.5% | +24.5% | +14.3% |
| 1Y | +12.5% | -2.4% | +14.9% | +11.2% |
| 3Y | +32.3% | +80.1% | -47.8% | +13.3% |
| 5Y | +4.9% | +6.5% | -1.6% | -7.7% |
| 10Y | +779.7% | +14.6% | +765.1% | +551.4% |
| All | +779.7% | +20.3% | +759.4% | +551.4% |
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