+3.8%
MSCI vs GAP
+5.0%
-1.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.9% | -1.6% |
| 7D | +2.8% | -3.8% | +6.6% | +3.4% |
| 30D | +15.4% | -9.0% | +24.4% | +17.0% |
| 3M | +13.4% | +5.5% | +8.0% | +12.2% |
| 6M | +10.9% | -11.1% | +22.0% | +12.0% |
| YTD | +13.0% | -13.6% | +26.5% | +13.9% |
| 1Y | +12.0% | -2.9% | +14.9% | +10.7% |
| 3Y | +34.1% | +69.6% | -35.5% | +12.5% |
| All | +3.8% | +5.0% | -1.2% | -17.5% |
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