+605.8%
MSCI vs GAP
+34.2%
+571.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.2% | -3.6% | -3.7% |
| 7D | -2.1% | +1.7% | -3.8% | -2.3% |
| 30D | -1.7% | +9.3% | -11.1% | -3.2% |
| 3M | -8.2% | +6.1% | -14.3% | -9.2% |
| 6M | -2.4% | -2.3% | -0.2% | -2.9% |
| YTD | -2.8% | -10.6% | +7.8% | -2.4% |
| 1Y | -2.7% | -4.4% | +1.8% | -3.5% |
| 3Y | +7.3% | +118.3% | -111.0% | -11.1% |
| 5Y | -11.4% | +12.2% | -23.6% | -22.6% |
| 10Y | +605.8% | +33.7% | +572.1% | +422.7% |
| All | +605.8% | +34.2% | +571.7% | +422.7% |
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