-7.5%
MSCI vs GAP
+9.0%
-16.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | +0.4% | -4.5% | +4.9% | +1.0% |
| 30D | +0.6% | +9.0% | -8.5% | -0.9% |
| 3M | -7.1% | +5.0% | -12.1% | -8.0% |
| 6M | +0.8% | -17.8% | +18.6% | +2.7% |
| YTD | +1.0% | -10.4% | +11.4% | +1.4% |
| 1Y | +4.3% | -3.4% | +7.7% | +3.2% |
| 3Y | +9.9% | +111.5% | -101.5% | -11.4% |
| All | -7.5% | +9.0% | -16.4% | -28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling